If you can decide when to come to Madrid, it´s better to live one of its holidays. The best days are:
Fiestas de San Isidro (8-15th of May: local holiday wwhich consists of concerts in the street, expositions, dancing, typical clothes, bullfighting, etc...
Christmas: It´s quite Konwn the atmosphere of Madrid during this holidays and specially its New Year night (Join people in la Puerta del Sol, it should be unforggetable).

