Home, like other European cities, to great art, cathedrals, and history, Spain Vacations seems to hum with an exotic undertone that the rest of Western Europe cannot boast. Madrid captures the flavor of Spain and holds it in a city structure. When visiting, these activities are worth the vacationer’s precious time: 1. Palacio Real (Royal Palace) No longer an official royal residence, the Palace is open to the public. Travelers may tour some of the 2000 rooms, filled to bursting with elaborate décor and treasures.