Madrid is a cool modern city. Lots of focus on food and outdoor space. I was middle of February and quite cold, so the streets looked a little sparser than normal.
I got in touch with David Figaldo Martin of www.bricksstreetphotography.com before the trip after finding his portfolio on the web (check it out). He gave me a great list of ideas of where to visit.
These are the photos from just walking the city, I will post the locations David suggested separately.