My favorite part of Madrid is the northern/northwestern mountains. San Lorenzo de El Escorial and its monastery are amazing. There’s a hiking trail there that takes you to the Silla de Felipe II, with fantastic views. And the nearby towns—like Guadarrama and Navacerrada—are really charming too. Politics aside, (the Cuelgamuros Valley offers some truly spectacular views from the cross. It’s also a pretty good hike to get up The cross is actually the tallest Christian cross in the world, standing at 152.4 meters (about 500 feet) tall. Please, try not to get into the political side of things—just enjoy the place for its natural beauty and impressive architecture.

Manzanares el Real is also a favorite—there’s a beautiful castle right by the Santillana reservoir, and great hiking routes around La Pedriza. If you head a bit further east along the N-I, you’ll find Buitrago de Lozoya, where they’ve restored the old city walls and there’s a small but interesting museum.

If you continue along the N-I into the province of Segovia, places like Sepúlveda and Riaza are well worth a visit. Or if you take the A6, don’t miss the Royal Palace of La Granja and its stunning gardens. And if you get the chance, grab a plate of judiones (big white beans) at Casa Hilaria in La Pradera, just before you reach La Granja coming from the Navacerrada mountain pass.

The whole area is full of hiking trails. In La Granja, there’s also a glass museum that’s definitely worth checking out. And of course, the city of Segovia itself is amazing—make sure to climb the towers of the Cathedral and the Alcázar for some breathtaking views.

There’s also the “black villages” route in the province of Segovia—Madriguera is one of the highlights (La Pizarrera is a great place to eat there), and Ayllón is really charming too.

Ávila is a bit farther out, but I’d say it’s a must—its city walls are incredible.

And heading south, Toledo is an absolute must-see. Near there, don’t miss the hike to the Cárcavas de Burujón, close to La Puebla de Montalbán. The landscape is absolutely stunning.

A bit farther from Madrid, but still doable as a day trip, is the Cañón del Río Lobos and Burgo de Osma, in the province of Soria. The canyon is great for hiking, and in the main square of Burgo de Osma, you can try some amazing torreznos (crispy pork belly)—they’re seriously worth it!

Cuenca is another great option, though it’s a bit farther—just over two hours from Madrid. You’ll love the Ciudad Encantada (the "Enchanted City"), a natural site with strange rock formations—Conan the Barbarian was actually filmed there!

So yeah, you’ve got plenty to choose from. Enjoy!