There are all-night clubs and bars packed with clubbers on Gran Via, "the street that never sleeps," and coffee-cool cafés and tapas bars in Malasaña that are literally crawling with hipsters and uni students. In the Cava Baja pocket of La Latina you can pop into a local haunt to mingle with Madrileños and kick back with some of those ham-and-cheese sandwiches they call zapatillas and the punchiest sangria you've ever had. Later on, you can head over to El Prado to see at least a small part of the monumental collection of more than 7,000 works of art, including those of Goya, Velázquez and El Greco; or the nearby Reina Sofia art museum where you'll see Picasso's grand-scale masterpiece, Guernica, hanging on the wall. And yes, if you go to Plaza España in Centro, you'll see Don Quixote astride Rocinante, with Sancho Panza on his mule beside him. And how cool is that?