Officially, I moved to Madrid to participate in a Hispanic Language & Culture program with the study abroad group ISA.
Really, I picked Madrid specifically to be closer to Real Madrid, but the renowned art museums didn’t hurt anything.

The “language and culture” program was really me living the dream of being an art history major, plus a grammar class.
Hours and hours a week pouring over the cultural works Spain had to offer the world.

It was magical, and in every way I could have wanted, a great fulfillment of The Dream.
One class at La Universidad de Antonio de Nebrija was simply an Art of the Prado class. However, it was even simpler than that; the prof had divided the semester into thirds and we covered the bodies of work of El Greco, Velasquez, and Goya: three of the most major (according to the professor the most major) Spanish artists.

This class required four outings, as a class, to El Prado, easily one of the most traditionally beautiful museums I could imagine.

In my own time, I visited the Reina Sofia frequently. To the point where I am pretty sure some of the security guards recognized me.
To the point where I gave a friend a walking tour of the museum once, and was deemed a sort of art official amongst my friends because of how thorough my tour was.
Most of the Dalí paintings in Madrid are in the Reina, and that’s what so often led me there. Staring for longer than may be standard at an advertisement he designed in the 20s with a lobster on it, red and ridiculous. I loved it.

Once, in one of the long, thin galleries that led into a larger room, there was a movie playing that had been frame-by-frame water coloured sometime in the early 20th century. I stood, enraptured, for near 30 minutes.

That’s how the museums in Madrid are.
There is also a museum of archaeology that is astounding in its span of history in relation to dear Spain. The various peoples that had populated, died, and there things been buried in the Iberian dirt; all amazing, many rich, the displays and information stunning for someone from a country only a few hundred years old.

Museums of Madrid: do that.
And really, is it a vacation if you don’t visit a museum?*

*No