True, Madrid has three professional soccer teams, but just south of the city (still accessible by Metro and about an hour from downtown) is the city of Getafe with a pretty decent La Liga team of its own, Getafe CF. The team goes by the nickname Azulones, because of the dark blue uniforms.
Their stadium is a pretty decent size, holding 17,700 passionate fans. If you're in the city of Madrid, look south and catch a game in this very interesting stadium known as Estadio Alfonso Perez.
The Alfonso Perez Stadium is even more impressive from the inside.
When it was built 30 years ago the architects probably designed the stadium in the summer and so didn't think about putting a cover over the stands to keep the fans dry when it rained or warm when the temperatures dipped.
Sure, I froze on a chilly March evening watching Getafe beat Real Zaragoza but it was a top division game in one of the biggest soccer countries in the world (current World Cup holders) so if its cold, bring an extra hat or buy a team scarf.