U.S. News Insider Tip: Take a breather from all the walking at Hammam Al Ándalus, an Arabic-style bathhouse a few steps from Plaza Mayor where you can dip into pools of varying temperatures ...

From Madrid's Puerta del Sol, you are within easy walking distance of the Royal Palace, Plaza Mayor and the Prado Museum.

Salamanca’s Plaza Mayor, Spain’s grandest square, seems to celebrate life. Strolling across the square with Carlos, my guide, we passed a young man walking alone who suddenly burst into song.