Bottom line: pick Madrid for art-museum density, nightlife and better value; pick Barcelona for beaches and Gaudí. Madrid's biggest draw is the Golden Triangle of Art — the Prado (Velázquez, Goya, Bosch can fill a full day), the Reina Sofía (Picasso's Guernica) and the Thyssen-Bornemisza — all linked within a 15-minute walk, forming one of Europe's densest concentrations of masterpieces; weekday mornings are quietest, so avoid Saturday afternoons. Prices and lodging are generally better value than Barcelona, and the nightlife (where midnight genuinely means early) is among Europe's best. Barcelona's Gaudí landmarks hit harder individually, but sights are scattered and popular tickets sell out weeks ahead. The AVE high-speed train links the two cities in 2.5 hours; first-timers with 4-5 days should pick Madrid for a more concentrated, manageable trip.