Madrid sits at the centre of Spain and is surrounded by some of the country's finest historic towns, all reachable within an hour by train. Toledo — the former capital, a World Heritage Site of Moorish, Jewish, and Christian architecture stacked on a rocky hill above the Tajo — is the essential day trip. Segovia has a Roman aqueduct still standing after 2,000 years and a Disney-looking Alcázar castle. Ávila preserves the most intact medieval walls in Europe. El Escorial, the austere 16th-century royal palace-monastery of Philip II, sits at the foot of the mountains. Aranjuez is the cool summer retreat of the Spanish kings, with its famous gardens.
For nature, the Sierra de Guadarrama mountains are just 55 km north of the city — pine forests, high-altitude lakes, good hiking in summer and skiing in winter. Puerto de Navacerrada and Cotos are the main ski centres; Cercedilla, Manzanares el Real (for La Pedriza granite formations), and the Camino Schmidt trail are all reachable by Cercanías trains.