The museum not to miss while in Madrid is the Thyssen-Bornemisza. This private art collection housed right accross from the infinitely more famous Museo del Prado, features paintings from the 16th through the 20th centuries by some of the world's most prominent artists, including Caravaggio, Monet, Degas, Gaugin, Van Gogh, Picasso, O'Keefe and Hopper, among others. The quality an diversity of the collection is uncomparable, yet it is a size that is manageable and won't cause 'museum-fatigue'. So you'll have enough time and energy after your visit to get out and see the rest of what Madrid has to offer!

Paseo del Prado, 8
www.museothyssen.org/Ingles/index.htm

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