If you fancy a bar crawl with a bit of entertaining history, my brother
gives walking tours round the old town. (He's the Chairman of the Wellington Society and really knows the history of Madrid more than almost an Madrileños).
I'll be there at Easter so here's my pointers.
Avoid Plaza del Sol, but watch your handbag if you do go there, avoid the Plaza Mayor except for a quick photo shoot and a walk through and maybe a glass of sherry in the Torre Del Oro bar in the North East Corner.
But do go to the nearby Plaza Santa Anna, the Ceveceria Alemana - favourite haunt of Ernest Hemingway, is a great traditional bar. But all around those back streets are great.
The Prado is massive, don't try to see it all in one week. For me, just concentrate on the Goyas, then have a vino in the bar. And return next month or next year to see some more.
I have loads more suggestions and might come back with more depending on what you're looking for.