Day and night, Spain’s capital city hustles and bustles, as if all three million of Madrid’s residents are on the roads at once, simulating a modern-day version of Don Quixote’s tilting at windmills. You’ll also see many references to Miguel de Cervantes and his 17th century classic throughout Madrid. Fortunately, you don’t need a car, taxi, subway or even a horse to see many of this city’s major sights and sounds, which are within easy walking distance of one another.

Breakfast isn’t the most important meal of the day here, so grab a café con leche and head straight for the Museo Nacional del Prado (Ruiz de Alarcon 23, tel 34 91 330 28 00, free admission Sundays). The Prado anchors the city’s Golden Triangle of art museums and will take up your morning, viewing a collection that spans from classical Greek sculpture and Italian Renaissance paintings to the Old Spanish Masters (El Greco, Velazquez and Goya).

Now you’re ready to nibble and nosh in your own walking tour of Madrid’s famous tapas bars. Most already will have plates of boquerones (white anchovies in vinegar), olive oil and ham on the tables. Walk up Calle Atocha through Plaza de Santa Ana and Puerta del Sol, remembering to soak up the atmosphere more than the food and drink. This is especially true at Cerveceria Alemana, which claims to have been a daily haunt of Ernest Hemingway.

While others take their siestas, use your afternoon to view the great contemporary Spanish art of Picasso, Dali and Miro at Centro de Arte Reina Sofia (Santa Isabel 52, tel 34 91 774 10 00, free admission Saturday afternoons and Sunday mornings). Don’t leave until you’ve seen Picasso’s enduring mural, “Guernica.”

On Sundays from May through October, matadors and bulls still do battle in Las Ventas, but the real stars these days are the footballers of Real Madrid (www.realmadrid.com), and 80,000 crazed fans pack Estadio Santiago Bernabeu to watch Becks, Ronaldo, Robinho and Cannavaro play for another national and European league title.

Don’t think about dinner until after 9 p.m., then think of Casa Lucio (Cava Baja 35, tel 34 91 365 82 17, www.casalucio.es), a bustling family-owned restaurant near Plaza Mayor where Lucio greets world leaders and commoners alike. Order the signature huevos estrellados (literally, starry eggs; figuratively, fried eggs mixed with fried potatoes) while sharing other tapas and bottles of rioja.

But the night doesn’t end until well past midnight here, so choose from the city’s seven-floor disco, Kapital (Atocha 125, tel 34 91 420 29 06), the more fashionable hipster vibe at Museo Chicote (Gran Via 12, tel 34 91 532 67 37) or the city’s new wild cards – nightlife impresario Rande Gerber’s swanky Spanish additions, the Midnight Rose restaurant and The Penthouse bar, both located at the ME Madrid Reina Victoria (Plaza de Santa Ana 14, 34 91 701 60 00).