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This historic town has been designated a UNESCO World Heritage Site for its splendid Renaissance and Baroque architecture. It was the birthplace of Miguel de Cervantes, author of Don Quixote , and of the ill-fated Queen of England, Catherine of Aragon. The town’s importance dates from the late 15th century when the head of the Spanish church, Cardinal Cisneros, founded a university here. A tour of the buildings, including the main hall with its marvellous mudéjar ceiling, is a must, Also worth seeing is Teatro Cervantes, the oldest public theatre in Europe, founded in the 17th century and restored in the 1990s.

A welcome distraction, especially in the searing heat of summer, Madrid’s water park (close to the airport) opened in 1987. The kids can look forward to the usual range of giant water slides, toboggans, cascades and spirals. There’s a lake, wave pool and toddlers’ paddling pool, as well as cafés and restaurants.

This gem of a town, awarded the status of UNESCO World Heritage Site in 2001, is a must see. The most obvious attraction is the Palacio Real, summer residence of Spain’s Bourbon rulers and sumptuously decorated in the French style. No expense was spared either on the extravagant folly known as the Casa del Labrador, in the grounds near the River Tagus. The town has preserved some of its corralas – balconied wooden dwellings, built around a courtyard – and its bullring (Plaza de Toros). If you don’t want to shell out on a meal in one of the town’s excellent restaurants, the Mercado de Abastos is a good source for picnic provisions. Aranjuez’s strawberries, sold from roadside stalls, make the perfect dessert. The town is also famous for its artichokes.

The Bank of Spain was founded in 1856 and 20 years later acquired the exclusive right to issue bank notes in its name. The most impressive part of these headquarters is the corner section, decorated with typical Neo-Baroque ornamentation – caryatids and medallions, a marble clock and the distinctive golden globe. Spain’s gold reserves are locked away in the vaults beneath Plaza de Cibeles. Apart from gold, the bank’s main treasure is its art collection, with works ranging from Goya to Tàpies. It can only be viewed by written application to the bank.

The haunt of journalists and leading cultural figures, the Gijón was founded in 1888 and is one of the few surviving tertulia cafés where, traditionally, men gathered to discuss issues of the day. Former patrons include the poet Federico García Lorca, the American film director Orson Welles and – more improbably – the famous Dutch spy and belly-dancer, Mata Hari. Order tapas and drinks at the bar or book a table for lunch. The windows look out on to Paseo de Recoletos where the café has its own terrace.

Located in the Art Deco Carrión building, this cinema’s greatest moment occurred early in the Civil War when Eisenstein’s stirring movie Kronstadt was shown to an audience including the President of the Republic and leading military figures. Films are screened in Spanish. Two screens.

This side-street off Serrano has everything from cut-glass decanters to beach bags. For designer clothes for children, try Nanos (No. 21). Vista Alegre (No. 29) has a glittering array of Portuguese-made tableware. If you’re off on safari but still want to look elegant, Colonel Tapioca (No. 32) fits the bill with backpacks, cord shorts, shirts and hats for the fashion-conscious. Estay is just the job for a spot of lunch. Next door but one is Tea Shop (No. 48), with more than 40 aromatic teas, including rum, toffee, cherry and passion fruit.

For hundreds of years Madrid’s town council met in the church of San Salvador (since demolished) but in 1644 it was decided to give them a new, permanent home. The Town Hall was completed 50 years later. Its main features – an austere brick and granite façade, steepled towers and ornamental portals – are typical of the architectural style favoured by the Hapsburgs. Juan de Villanueva added the balcony overlooking Calle Mayor so that Queen María Luisa could watch the annual Corpus Christi procession. Highlights of the tour include the gala staircase, hung with tapestries designed by Rubens; the reception hall with its painted ceiling and chandelier; the 16th-century silver monstrance carried in the Corpus Christi procession; the courtyard with stained-glass ceiling; and the debating chamber with frescoes by Antonio Palomino.