CaixaForum Madrid

One of the finest art collections in the world and the best collection of classical art in Madrid. It includes many different collections: the Spanish (El Greco, Velázquez, and Goya), the Flemish and Dutch (Rubens, van Dyck, and Brueghel), Italian (Botticelli, Tintoretto, Titian, Caravaggio, and Veronese) and German (Albrecht Dürer, Lucas Cranach, and Baldung Grien).
Some highlights not to miss at the Prado include the Bosch masterpiece The Garden of Earthly Delights, Velázquez's masterpiece Las Meninas, the Black Paintings, The Third of May 1808, and a pair of paintings known as The Clothed Maja and The Naked Maja by Goya, Adoration of the Shepards by El Greco, and David with the Head of Goliath by Caravaggio. Be sure to walk along Paseo del Prado, a pedestrian walkway full of fountains and trees near the museum.
Visitors can bypass the often extremely long queues by purchasing tickets beforehand by phone or online, for an additional €.90 fee per ticket. Tickets purchased online can be printed or downloaded onto a smart phone; all pre-purchased tickets can be picked up (with a reference number) or presented at the main (Jerónimos) entrance in the northeast corner of the building. If you are planning to spend a full day at the museum, it is possible to leave (e.g. for lunch) and reenter by getting your ticket stamped at the 'Educación' counter just inside the main entrance.
An affordable café and cafeteria-style restaurant are on the ground floor, along with a gift shop. No food, drinks, backpacks or umbrellas are permitted (a bag check is just inside the main entrance). Photography not permitted.

Housed in a former public hospital with an adjacent modern wing, this museum contains Spain's largest collection of 20th century art. Created to house Pablo Picasso's renowned Guernica, allowed after the return of democracy to Spain, the work was initially behind armoured glass. That's gone, but you are kept further away from it that anywhere else in the gallery, and another room includes some Picasso etchings that were damaged in a 1971 political attack.

The Reina Sofía also houses masterpieces by other Spanish masters including Joan Miró, Salvador Dalí, Juan Gris, and others, as well as works by a number of international artists, including Vasily Kandinsky, Paul Klee, Francis Bacon, and more.

Purchasing tickets in advance no longer gives you a discounted entry but is a way to beat the queues. During free admission periods, it is still required to pick up a ticket at the ticket office; these times are especially busy and it is best to arrive a bit before the free period actually begins. Photography is permitted, except for the work of Oskar Schlemmer (even though he died in 1943). Backpacks are not permitted, but there are free lockers after both entrances (in the older and modern wings).

Established in 1755, the garden has been in its current location since 1774. Its extensive collection is dispersed over seven sections, five greenhouses, and a herbarium. A map of the garden is available here.

Small but interesting museum with artefacts and models from the indigenous people of Asia (mainly the Philippines, former colony of Spain), Africa and America. The exhibits are described in Spanish; however, on each floor, there is a leaflet in English explaining all sections.

Contains a large art collection including masterpieces by Monet, Goya, Degas, Renoir, Van Gogh, Picasso, Mondrian, Bacon and Lichtenstein.

A beautiful museum with a large interesting collection about Spanish naval history, from the efforts of kingdoms of Aragon and Castilia, the many successes and few failures (what's known in English as the defeat of the Spanish Armarda has a section) in the 15th-17th centuries, the drastic decline in the 19th century and its consequences in terms of losing the country's empire, the division of the navy into opposing sides in the 1930s Civil War, to today. It's almost all labelled in English as well as Spanish.

A temporary exhibition traces today's Spanish flag from its origin as the navy's attempt to have one that contrasted well with other navy's flags, and the museum has the very large flag flown by the Spanish flagship at the Battle of Trafalgar (the loss is blamed on the French admiral for insisting on sailing out of Cadiz to fight it!)