Major Madrileño sights include the cobbled Plaza Mayor built in the
17th Century and where buskers offer alternative entertainment for
children and the ample arches provide cover from the rain in winter
and the scorching sun in summer. Local independent shops sell
wonderful authentic mini matador and flamenco costumes should your
children decide to go native. Culture vultures can head for the
Paseo de Prado, the Reina Sofia and the Thyssen-Bornemisza Museum to
appreciate Spain's valuable contribution to world art over the last
7 centuries.

If you're keen to get back out into the sun a quick
stroll up the hill will take you to El Parque del Buen Retiro,
Madrid's most famous park where rowing boats are available for hire.
Most bars and restaurants will do a wonderful tapas lunch box if you
fancy a picnic overlooking the lake. La Sal is an extremely cool bar/
restaurant on Calle Montalban on the west side of the park (Calle
Montalban no. 3 lasaldemontalban.com) where you can enjoy
exquisite contemporary tapas such as mini ricotta ravioli or
mushroom burgers with stockbrokers and breastfeeding mothers alike.

Finally, no legitimate football fanatic could visit Madrid without
paying his respects to Real Madrid at Bernabeu Stadium which is
located further north up the Castellana and is also on the Madrid
Vision tour bus' route. Tours are extremely popular and less
enthusiastic mothers and daughters can dive into both of the nearby
shopping centres (Moda Shopping on the opposite side of the
Castellana and La Esquina de Bernabeu next door) for some retail
therapy. 

The streets leading off the stadium (Calle Bernabeu, Calle
Solana, El Paseo de la Habana) offer some of Spain's best examples
of beautiful children's clothes in addition to Massimo Dutti and
Benetton. If you're not keen on staring into the abyss of the
stadium while you munch at the extremely popular Cafe Real,
Restaurante Lateral at 132 Paseo de la Castellana is a great place
to finish off for a drink or some more avant-garde tapas such as
melt-in-the-mouth ham croquettes as they have a terrace right beside
some swings and climbing frames. Fortunately tapas eating is a
fairly messy business even for the locals so your offspring will be
hard pushed to embarrass you with their exotic table
manners....unless they are like my cheeky toddler and pinch other
people's.

My tips:
Bring one of those cloth portable high chairs that fit in your hand
bag if you are travelling with very small children as high chairs
are not easy to find. Likewise a portable changing mat. Tortilla and
ham/chicken croquettes (tortilla de patata y croquetas de jamon o
pollo) are a great staple for fussy eaters to or to fill that all
important gap en route.  The shops are open on the first Sunday of
every month.