Nestled in the foothills of the Sierra de Guadarrama, the city's main attraction is the world famous '''Monastery of San Lorenzo de El Escorial''' (El Escorial for short), a World Heritage Site that was the political centre of the Spanish empire under King Philip II. It is often visited as a day-trip from Madrid, however it's also a good place to spend 2 or 3 nights so you can visit the surrounding countryside and the Valley of the Fallen (Valle de los Caidos). http://wikitravel.org/en/El Escorial