Give us Gwyneth's perfect day in Madrid. "I would sleep late and then go down to the drawing room of Santa Mauro and have some breakfast."

How late would you sleep? "Late. Like noon. Then I'd walk around, go to mu­­seums, walk through the parks. Then visit the Prado or La Reina Sofía. Then meet friends for lunch, which takes a good long time. Then maybe just keep walking. If the weather is good, it is so nice to sit outside in a cafe and while away the afternoon. The old part of Madrid is really cool for walking around. There are a lot of little alleyways and streets with shops and cafes and tapas bars. Then you go home and rest, take a bath or whatever, and you go out to dinner late. Then you go to a bar, like Marula Café, or to a disco, like Fortuny. Spain is really the only country where I go out to a disco still. Because I go out with my siblings from my exchange family and there is a big pack of us. They are so full of life. We all go and stay out dancing until 4 in the morning."

What's something funny or interesting that's happened to you in Madrid? "Once, I ran into Shaquille O'Neal. This is way before I was famous, but he was obviously famous. I was out with a bunch of friends, and we saw him in an outdoor cafe or outdoor bar. This was in, like, 1993. We got our picture with him and everything."

On the Road with Gwyneth Paltrow

What do you never leave home without?
"My iPod, a big bottle of water, comfortable walking shoes, and a good moisturizer."

What kind of moisturizer?
"There's a woman in London named Amanda Lacey who makes these great oils for your face. So I use those. Cecilia has a really great anti-aging moisturizer, too. The anti-aging [part] really keeps the free radicals and all that off your skin."

Anything you always wear while traveling?