Off the Beaten-Path Madrid, Where Locals Actually Go. If you are like me, you hate to pack your days traveling from one tourist hotspot to the next 'must-see' landmark. Take a break from the usual guides and lists of what you 'should' see in Madrid and allow yourself to experience Madrid for all its charm through its food, shops, drinks, and unique culture. I find it fascinating that Madrid does not have an Eiffel Tower, or a Coliseum, yet millions are drawn (& some stay like me) to its indescribable aura that you need to see for yourself.