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The “house of the seven chimneys” dates from around 1570 and is one of the best-preserved examples of domestic architecture in Madrid. The building is said to be haunted by a former lover of Felipe II – not as far fetched as it sounds, as a female skeleton was uncovered here at the end of the 19th century. The house later belonged to Carlos III’s chief minister, the Marqués de Esquilache, whose attempts to outlaw the traditional gentleman’s cape and broad-brimmed hat, on the grounds that rogues used one to conceal weapons and the other to hide their faces, provoked a riot and his dismissal.

The greatest dramatist of Spain’s Golden Age lived in this roomy, two-storey brick house from 1610 until his death in 1635. Lope de Vega started writing at the age of 12 and his amazing tally of 1,500 plays (not counting poetry, novels and devotional works) has never been beaten. He became a priest after the death of his second wife in 1614, but that didn’t stop his compulsive philandering which led to more than one run-in with the law. To tour the restored house with its heavy wooden shutters, creaking staircases and beamed ceilings, is to step back in time. You get to see the author’s bedroom, and the book-lined study where he wrote many of his plays. The women of the house gathered in the adjoining embroidery room – the heavy wall-hangings were to keep out the cold. Other evocative details include a cloak, sword and belt discarded by one of Lope’s friends in the guest bedroom.

Not a casino but an exclusive gentlemen’s club, founded in 1910. The florid architecture by Luis Esteve and José López Salaberry is typical of the period. No expense was spared on the lavish interior which, unfortunately, is not usually open to the public.

In contrast to the Prado, this wonderful art gallery is devoted to the very best of 20th- and 21st-century art (see Centro de Arte Reina Sofía).

Life in this attractive little town revolves around the Plaza Mayor, the galleried main square, dating from the 16th century. Originally a cattle market, the square is the focus of a Holy Week procession on Good Friday, a passion play on Easter Saturday and bullfights in July and August. While you’re here, try the local speciality, anís , a liquorice-flavoured liqueur (ask for “Chinchón”). Also worth seeing is the Iglesia de la Asunción, with a painting of the Assumption of the Virgin by Goya, whose brother was the local priest.

The cinema of the fine arts centre (see Círculo de Bellas Artes) shows classic movies by famous 20th-century directors such as Eisenstein, Fassbinder, Francis Ford Coppola and John Huston.

This state-of-the-art science museum has been an enormous success since it opened in 2000. It aims to stimulate, surprise and provoke with plenty of interactive displays and hands-on gadgetry. Younger children (4 to 11 years) are especially catered for in the Toca Toca zone where they learn all about plants and animals and get to stroke giant tortoises, iguanas and snakes. The highlight for older children is the planetarium, which has a virtual tour of the planets.

Now the headquarters of Spain’s national telephone company, this was Madrid’s first high-rise building. Designed by American architect Lewis Weeks in 1929, it reflects the values of the Chicago School then much in vogue. The Telefónica building played an important role in the Civil War when it was used by the Republican army as a vantage point for observing enemy troop movements in the Casa de Campo. Conversely, Franco’s forces found it an ideal range finder for their artillery. The Fundación de Arte y Tecnología Telefónica has an interesting exhibition on the history of communications, as well as a splendid art collection, with works by Picasso, Juan Gris, Eduardo Chillida and Antoni Tàpies.

The story of the founder of Spain’s premier department store, Ramón Areces Rodríguez, is a classic tale of rags-to-riches. Rodríguez emigrated to Cuba aged 15 and worked as a shop assistant before returning to Spain in 1934. The following year he opened a small tailor’s in Calle de Preciados and never looked back. Nowadays you’ll hardly leave your hotel without noticing the distinctive white shopping bags with the green logo. The store at Preciados No.1 sells CDs, No.2 stocks more than half a million books and No. 3 specializes in fashion. There are more than half a dozen other branches in the capital.