The Prado Museum in Madrid houses the former Spanish Royal Collection, and therefore has the best collection of classical Spanish art anywhere. Over 50 canvases by the baroque Old Master artist Diego Velazquez make this the largest holdings of his paintings in the world and, as if that weren't enough, there are also hundreds of works by Francisco de Goya, including (spectacularly) the Black Paintings which were horrific works done late in his life, when he'd gone deaf and been driven mad. He painted these massive murals directly onto the walls of his home and they are spectacularly creepy. You'll also find a lot of canvases by Titian, Rubens, Van Dyck, Dürer, and many, many more. Some 7,500 paintings in all and another 1,000 sculptures.
This collection is a stark reminder that Spain was once the mightiest nation in Europe; and along with Italy, England, France and Germany provided the peculiar and fertile sophistication (and need for potent religious propaganda) necessary to spawn first the Renaissance, then the Baroque and Neo Classical epochs.
Of particular and peculiar interest is a "second Mona Lisa" purported to be by Leonardo's student, Francesco Melzi. Rather than being simply a copy after the original it's believed to have been painted on an easel set up alongside Leonardo's own, while the two painted together. Done at the same time, and with assistance from the Master himself.
This painting is believed to have been created observing the model from life, and because it has been better preserved and conserved, it more accurately represents the colors and some of the contours currently lost beneath prior restorations to Da Vinci's version at the Louvre. Recently restored, I found this painting to be an engaging springboard to reimagine the creation of the Mona Lisa some 500 years ago.
My favorite part of visiting The Prado was their aforementioned Velazquez collection. Over 50 paintings ranging from his early years as an apprentice, through the decades he spent as court painter to King Philip IV and into his relative old age. His use of the oil painting medium was revolutionary and entire volumes have been written about him and his methods by much more learned men than me, so I'll just humbly state: his paintings are well worth studying. He marries the very best aspects of the very best artists in a decidedly masculine and idealized execution. Incorporating influences from TItian, Caravaggio, Rubens (a contemporary), Michelangelo and Leonardo he forged his own unique virtuoso style. Wherever you encounter a Velazquez you are encountering genius. A marvel of equal parts restraint and technical virtuosity.
I could go on but you get the idea. The man was a genius. To see 50 of his greatest works presented all together was a real treat. Especially his paintings of Mars, The Forge of Vulcan and of course, Las Meninas. But that said... somewhat ironically, my favorite Velazquez paintings aren't amongst those 50. My favorites live in Rome (the portrait of Pope Innocent X), London (The Immaculate Conception and The Toilet of Venus), and NYC (the portrait of Juan de Pareja).