Most big cities are great, I live in the middle of one.
You don’t have to ride through them all day. Just find a hotel, park up and buy a rover ticket for the public transport, exploring on foot. I really like the Green Michelin guides for days like these, not least as they often have easy to follow walks. I should do more of it really. I think bods often think Michelin is just for maps and guides to restaurants and hotels (from the pre-internet days) but it is so much more.
Very true, the Michelin guide to Spain is really good and I wouldn't travel here without it - its concise history of Spain is a work of considerable genius!
Although the connurbation sprawls horribly the actual city is quite small so if you have a central hotel you can do it on shank's pony. As I happen to have friends to stay with in Guadalajara I first discovered the city from there, taking the commuter train into the lovely Atocha station each day - and very late into the night! - but more recentlky I stayed with another friends who, not being able to afford atronomic property prices, lives out in one of the 'barrio's where it was actually more time consuming and difficult to get around - after a brilliant gig at one of Madrid's most famous jazz clubs we couldn't get a taxi for l or m and ended up walking about six miles home ...