Outfitted with comfortable shoes, a credit card for meals and a pocketful of euros for museum admissions, I began the day with a wonderful breakfast of toast, marmalade and iced coffee (blanco y negro) at Gijon (Paseo de Recoletos 21), a café that opened in 1888 and still exudes 19th-century Madrid. I walked south along Recoletos to the The Prado Museum (Paseo del Prado), where I waited for the doors to open at 9 a.m., allotting myself two hours to see El Greco’s long-titled masterpiece, Portrait of a Nobleman with His Hand on His Chest; Velazquez’s Las Meninas; Rembrandt’s Artemis; and the large, permanent Goya collection, along with many other works of art.

A short walk through the Botanical Gardens is the Reina Sofia Museum. I love the unusual juxtaposition of two glass elevator shafts on the front of the historic façade. Reaching the museum around 11 a.m., I headed straight for Picasso’s Guernica and his Woman in Blue before strolling the rest of the galleries, where Miró, Dalí, Solana and Henry Moore were waiting. To be honest, I dallied in the galleries longer than necessary, waiting for the museum’s excellent Arola Madrid restaurant (tel 34 91 467 0202) to open for lunch. This is a breath-taking space designed by Jean Nouvel; and the menu, created by noted Spanish chef Sergi Arola, is as inventive and delicious as the art nearby — and almost as expensive.

Two hours later, I was off to the CaixaForum (Paseo del Prado), a venue filled with more great art, but the building itself — a former power plant redesigned by the Swiss firm Herzog & de Meuron — is an amazing piece of work, with an incredible stainless steel staircase and an 80-foot vertical garden running up the façade.

I lingered in the nearby Thyssen-Bornemisza Museum, where the extensive permanent collections and a temporary Monet exhibition kept me occupied for another few hours. Afterward, I jumped on the Metro a few stops to the Sorolla Museum (Paseo del General Martínez Campos, 37), located within the early-20th-century house and studio of Impressionist Joaquin Sorolla. The artist died in 1923; and the studio, where his last painting remains unfinished, is hung with canvases covered with colorful splashes of Mediterranean scenes.

For dinner that night, I walked from my hotel back to the Thyssen-Bornemisza, enjoying the sultry spring evening before the museum’s rooftop terrace restaurant, El Mirador del Museo (tel 34 91 420 39 44), opened for dinner. This upscale, Mediterranean-style restaurant, open May through October for dinner only, offers fresh fish and meat dishes and gentle views of the foliage-covered Paseo del Prado.