Toledo - Toledo is a perfectly preserved medieval city, but less than hour away from Madrid by train. Walk along old Arab city walls, visit an opulent Gothic cathedral, watch swords made by hand. For more info: Toledo

Segovia - Also a short train ride from Madrid, Segovia is an ancient city with a well-preserved Roman aqueduct and a fabulous castle (Alcazar). For more details: Segovia

The Strawberry Train has been a weekend treat in the late spring and summer for local Madrid kids for 100 years. This steam train takes you from Madrid to the palace at Aranjuez. What's especially fun - train employees wear period costumes and in May and June you're treated to fresh strawberries. Tip: Book in advance, this is a popular outing.

El Escorial - A huge monastery and palace built in the 16th century by King Philip II (Philip II is the one who launched the Spanish Armada). It's one of UNESCO's World Heritage sites, containing the royal apartments, monastery and church, and burial vault of all the Spanish kings, queens, and royal children, since the time of Philip II.

Skiing - only 45 miles from Madrid you'll find "Puerto de Navacerrada," a small ski resort with seven runs good for beginner and intermediate skiers. Not a bad stop-over en route to El Escorial. As you'd expect, there's ski rentals, cafes, shops.