If you're interested in... by kratera
If you're interested in theatre, you should visit Madrid during october and november. The autumm festival (Festival de Otońo) very interesting. In the regional government web you will find the complete program. You can take a look at the information of the 2000 autum festival:
http://www.comadrid.es/cmadrid/cultura/promocion_cultural/festival_otono/index.h m
And if you are interested in opera in the Teatro Real sometimes offers interesting productions:
http://www.teatro-real.com