"I have a thin cashmere throw that I can keep warm with on the plane or that I wrap around myself when I go out at night. Hermés makes a super thin one and it's nice and big, too."

What do you pack for Madrid?
"Since it's a mild climate, lots of jeans and boots and
blazers and stuff like that. It can get really warm during the day and chillier at night. It's a pretty casual city. Unless you're going for a wedding or specific fancy occasion, you don't have to bring anything too formal. At night, I'll wear a skirt or some nice trousers and a pair of high heels."

What's always in your carry-on bag?
"A couple of books, depending on what I'm interested in."

For example?
"Right now they're all baby books: The Contented Little Baby Book, On Becoming Baby Wise, and The Happiest Baby on the Block. There's another one called Trees Make the Best Mobiles, which is a great book about how to raise your child in a cool way. I also have the iPod and a tube of eight-hour cream, an old Elizabeth Arden product. It's sort of like Vaseline, but not. You can put it anywhere. It's really good for traveling. And I'll have Bliss, from the spa in New York, but they sell the cosmetics everywhere now. They make a very lightly tinted moisturizer with sunscreen in it."

SHE SAID...
Where Gwyneth Paltrow mixes and mingles in Madrid



LODGING
AC Santo Mauro

very expensive,
011-34-91-319-6900

Hesperia Madrid
very expensive,
011-34-91-210-8800

DINING
Casa Benigno

paella, very expensive,
011-34-91-416-9357

Casa Lucio
Castilian, expensive,
011-34-91-365-3252

El Landó
Castilian, very expensive,
011-34-91-366-7681

Juana la Loca
tapas, moderate,