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Madrid runs on a triangle of art and royalty. The Prado, the Reina Sofía and the Thyssen-Bornemisza form the Paseo del Arte, three of the world's strongest collections walkable in an afternoon if you skip the queues. The Prado holds Velázquez, Goya, Bosch's Garden of Earthly Delights and the largest room of Italian Renaissance painting outside Italy. The Reina Sofía houses Picasso's Guernica and a deep 20th-century Spanish collection. The Thyssen plugs the gaps with German Expressionism, American realism and Russian avant-garde. The combined Paseo del Arte ticket is around 30% cheaper than buying each entry separately and stays valid for one year from purchase.

The Royal Palace and the Almudena Cathedral anchor the western end of the centre. The palace is the largest functional royal residence in Western Europe by floor area, though the king lives at Zarzuela north of the city. The Plaza Mayor (early-17th-century, Habsburg-era) and the Puerta del Sol sit within a 5-minute walk. The Mercado de San Miguel covered market is the obvious lunch stop nearby, though prices are tourist-tier; the Mercado de la Cebada in La Latina is better value with a similar selection. Madrid museum tickets cover the Sorolla museum (the painter's home, north of the centre) and the National Archaeological Museum on the Paseo de Recoletos.