I think if you don't like large cities, you may enjoy spending the entire day in Parque Retiro. Lots of gorgeous walking trails, some interesting structures (the crystal glass palace!) and a lovely little lake where you can sit and enjoy the view or go on a little boat ride. Plenty of cafes to eat when you are hungry. Even though I've been to the Prado, I'm not much of a museum person (nature is my joy), so I always spend as much time in Parque Retiro as possible. And while Madrid is not a "large, modern city" like some in other areas of the world, it feels large to me - lots of people, lots of traffic, lots going on. I prefer walking in the park and getting some extra training before starting my Camino.