The tops on our Madrid itinerary

Cat's Hostel
, inexpensive, 011-34-91-369-2807. On a super-small budget? Or want to relive your post-college days backpacking across Europe? Consider this tidy year-old hostel in handsome 18th-century digs. It was recently named the planet's top hostel by more than 500,000 hostelworld.com voters.

Fiesta Gran Hotel Colón, moderate,011-34-91-573-8600. Other than its convenience to the Prado,Thyssen, and Retiro Park, what makes this place notable are the spectacular glassworks and frescoes decorating its walls. They were created by Manuel Ortega, whose work also brightens the city's historic Almudena Cathedral.

Cerveceria Alemana
, moderate, 011-34-91-429-7033. This snug bar/restaurant serving up platters of Serrano ham, boiled shrimp, fried squid, and tasty tapas is a favorite of area bullfighters. Papa Hemingway tipped a mug or two here in his day as well.

Chocolateria San Gines, inexpensive,011-34-91-365-6546. Craving churros? You can pick up a good one from almost any street vendor, but we think this venerable chocolatería's doughy dunkers are the cream of the crop.

Madrid shopping tours
, 011-34-91-316-0657, www.madridshoppingtour.com.This hours-long buyathon hits more than 50 stores around town. Lunch is included, which means you'll have a teeny bit more room on the credit card. Whew.

Club de Campo Villa de Madrid
, 011-34-91-550-2010. Some of us have to skip the shopping spree (see above) to afford the greens fees here, but this 36-hole, American-style course on 500 acres of parkland is one of the prettiest in the country and hosts the Madrid Open each October.

, 011-34-91-301-6210. Attention biz travelers: Looking for a unique place to hold a conference in the Spanish capital? You'd be hard-pressed to find any place more un-conference-room-esque than one of the available meeting spaces at this 459,000-square-foot nature park that authentically re-creates each of the earth's ecosystems, from the rainforests to, brrr, the polar caps. Naturally, it's fun for a regular ol' outing as well.

On The Road With Penélope Cruz

What do you take along when you travel?
I always take too many things. Clothes. Books. Scripts. Movies to watch. A hundred things to read, and then I don't. I just carry them around the world and don't use them.

Do you have any travel secrets or strategies?
For jet lag, I do. I used to suffer a lot from jet lag going from here to Europe. I'd get there and sleep during the day and then be ruined for the night. Now I try to get there on a flight that puts me there in the afternoon, wait until nine or 10 at night, and then fall asleep. Sleep the whole night until seven or eight. You may have a little bit of jet lag the second day, but not as much as if you've been asleep the whole first day. It takes discipline not to fall asleep the first day, because when you get there you're exhausted and you want to go to sleep at four in the afternoon. But I keep myself awake and it really has changed my life.