The unbeatable convenience of the AVE, Europe’s fastest high-speed train, makes traveling across Spain a cinch. For arrivals by air, Madrid Barajas Airport is located in the northeast of the city, and from there it's a cheap train ride to anywhere in the city. A taxi bank awaits outside the arrivals area, but note there is a 7.95 Euro supplement (about $10) when leaving the airport. For bus journeys, ALSA is the best for both domestic and international travel from Madrid, but the overnight options tend to be long and punctuated with several stops.

Madrid’s Metro is easily one of the best in the world, covering the entirety of the city with regular service. Employee strikes are becoming more frequent, and this can sometimes lead to 20-minute wait times. On strike days, you’re typically better taking a taxi or pounding the pavement. Don’t dismiss the bus system—it's one of the better ways to stay above ground and take in more of the city than you thought possible. The Madrid Transport system has a highly functioning website in English, allowing you to plan your public transit easily.