In Madrid, Will and I are staying at the Ayre Gran Hotel Colon close to the Parque de el Retiro. The trip advisor reviews are accurate, it is a great business hotel, I don't recommend it otherwise, except for the reasonable rate.
Nothing is in walking distance, not even the park. The metro is the best way to get around central Madrid, but we haven't tried it yet, so I can't say how it is.
The driving is crazy here. It is a game of chicken where cars and buses vie to fit into spots that don't yet exist. On top of the congestion is the confusing array of calles, avenidas, paseos, dead ends, one ways, and who knows what. There is no such thing as straight ahead (de recho). It is left, right, half left, or half right.