With kids, give Galería de las Colecciones Reales a miss.
A cool, low-lit modern gallery carved out of the rock between the Almudena and the Campo del Moro, with sweeping windows over the gardens and the Casa de Campo. The display is generous but reverent — six-plus centuries of royal Titians, Caravaggios, armour, porcelain and gilded carriages, arranged with space to breathe.