The sun is nearly always shining in Madrid, which makes it an ideal destination year-round. For a truly local experience, skip August, as many Madrileños shut down their businesses and travel to escape the brutal, dry heat. May 15 marks the anniversary of 15M and the whole month is a hotbed of protests, marches, and political demonstrations in the downtown area. This is also when the famous San Isidro bullfights take place, so the city is absolutely bustling.