Almudena Cathedral
Almudena Cathedral sits directly opposite the Royal Palace and is Madrid's main cathedral, completed only in 1993. Free to enter (donations encouraged).
Market in Madrid
The Mercado de San Miguel is a glass and iron market hall next to the Plaza Mayor with gourmet food stalls selling tapas, wine, oysters, pastries, and iberico ham. Free to enter. Prices are tourist-level, but a single tapa and a glass of wine from a standing bar is affordable. Budget travelers walk through for the architecture and the atmosphere, share one plate, and eat their main meal in the cheaper tapas bars of La Latina nearby.
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Other places worth the walk, and what each one costs.
Almudena Cathedral sits directly opposite the Royal Palace and is Madrid's main cathedral, completed only in 1993. Free to enter (donations encouraged).
El Rastro is Madrid's Sunday morning flea market, sprawling through the streets of La Latina neighborhood from Plaza de Cascorro downhill to the Embajadores roundabout. Free to browse.
Gran Via is Madrid's most famous boulevard, a wide avenue of early 20th-century buildings, theatres, shops, and neon signs running from Calle de Alcala to Plaza de Espana. Free to walk.
La Latina is the neighborhood south of Plaza Mayor where Madrilenos go for Sunday tapas after the El Rastro market. Free to walk.
The Parque de El Capricho is an 18th-century garden in the Alameda de Osuna district, the only garden in Madrid with three styles (French, Italian, English) in one park. Free.
The Parque del Oeste is a large park west of the city center with the Temple of Debod (already covered), the Rosaleda (rose garden with over 4,000 rose bushes, free), and a cable car (Teleferico, cheap) connecting the park to the Casa de Campo across the Manzanares River. Free to walk.
Working out what Madrid costs?
The whole of Madrid