Madrid
Plaza de Espana
Plaza de Espana - On your way to parks and kids' playgrounds on the western side of Madrid, stop at Plaza de Espana to admire the bronze statues of Don Quixote and Sancho Panza, watched over by a statue of Cervantes. (Plaza de España is the closest metro stop for the Parque de la Montana.)
Parque de la Montana - This is a charming neighborhood park in a residential area. A large children's playground is located at Jardines Ferraz (at Calle Ferraz), plus another one to the north of the Egyptian temple with slides, swings and sand. The park has benches, shade trees, kids can go out and run around, bring your picnic lunch.

Templo de Debod - Wonderful meandering paths take you to an ancient Egyptian shrine, the "Dabbed Temple." Saved from flooding by the Aswan Dam project, the 4th century temple was brought here in the 1960s through an agreement with the Egyptian government. Kids can run through the gateways and along the reflecting pond, the temple is beautifully illuminated at night.
Cable car to Casa de Campo - Continue walking north from the Templo de Debod in the park or along the promenade, Paseo del Pintor Rosales. Here you can pick up the cable car (Teleferico) for a ride high above the trees to Casa del Campo park. Ride the cable car round trip, or as a fun way to get to the zoo and amusement park. The cable car runs on weekends in the winter, daily April - September

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Just north of the cable car is a large playground with colorful climbing structures.
Casa de Campo - In 1553 King Felipe II admired the country home of the Vargas family so much, he made it his "country" court. Of course, it wasn't quite grand enough for a king, so he added land all around, brought in livestock and created "The Royal Forest." These days everyone comes here to enjoy:

The Parque de Atracciones amusement park has everything from a white-water raft ride to a merry-go-round.
Zoo Aquarium de Madrid - Big city style zoo with over 2,000 exhibits, including animals native to Spain, aquarium complete with dolphin show, little farm and free-flying bird room. Small children will love the "petit tram" as well.
Tip: Best way to get there? You can take the cable car, but it's a pretty long walk from the cable car to the zoo and amusement park. The quickest way is to take the metro, get off at Batan.