Did you go to Segovia?

Segovia has the ancient Roman aquaduct structure - it was still in sue when we visited there over a decade ago.

Madrid and its environs are really easy to travel - the buses to the surrounding towns and sites are very convenient. The train terminals (one North, one South) are HUGE, and very artistic and beautiful.

You forgot the Siesta - Spaniards take their afternoon naps seriously - most shops close around 2 and re-open after 4 - the 2 hours are for napping. :)

I gather you may also have visited Valley of the Fallen? and El Escorial? The Basillica of El Escorial is trully impressive. I believe it is an UNESCO World Heritage Site now.