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Golf -- Golf is not so cheap in Madrid, where it still has the faint aura of being an elitist activity. (Weekends are particularly expensive, so avoid them if you can.) Among the few venues around the capital, the best is the Club de Campo Villa de Madrid (Madrid Country Club), Carretera de Castilla Km 2 (tel. 91-550-20-10; www.clubvillademadrid.com; Mon-Fri club entry: Weekdays 16€, weekends 32€; weekday greens fees 50€; Sat-Sun greens fees 115€; hours depend on season; bus: 84 from Moncloa bus station), which has a challenging par-71 course. This is a full-fledged sports center with tennis, squash, horseback riding, pigeon shooting, and a swimming pool among its other facilities.

Another top-notch venue, located on the eastern outskirts of Madrid between the Juan Carlos Exhibition Halls and Barajas airport, is the Golf Olivar de la Hinojosa, Vía Dublin s/n, Campo de la Naciones (tel. 91-721-18-89; www.golfolivar.com; greens fees 20€ for 9-hole course, 55€ for 18-hole course; hours depend on the season; Metro: Campo de las Naciones). You'll need a handicap card to play there.

Horseback Riding -- The closest place for taking to the saddle is the Club de Campo Villa de Madrid sports complex on the edge of the leafy Casa de Campo park (see "Golf," above, for details). At the nearby upmarket suburb of Pozuelo, you can also hire horses by the hour (15€) or day (45€-60€) at the Club Hipico Mirasierra, Carretera Fuencarral-El Pardo Km 3.5 (tel. 91-734-76-27). Further countryside riding facilities are available at outlying towns such as Cercedilla and Manzanares el Real.

Skiing -- The most popular resort near Madrid for this strictly midwinter activity (Nov-Feb) is Puerto de Navacerrada with its 15 ski slopes and chairlift up to the 2,100m (7,000-ft.) Bola del Mundo. Valdesqui near Cotos has 24 slopes and usually the best snow, while Valcotos has the most attractive setting. For up-to-date details on skiing accommodations, locations, and snow conditions around Madrid in general, contact ATUDEM (tel. 91-350-20-20). As they only speak Spanish, you may want to get your hotel receptionist to help translate. Skiing conditions are generally limited and, for many, the main pleasure is seeing the beautiful surrounding countryside covered in a white blanket.

Swimming -- The best indoor public pool is the Olympic-size one at Chamartín (tel. 91-350-12-23), which closes in August but is open the rest of the year. During the summer months from June to August the municipality has a wider variety of good-sized open-air pools. Among the best are those at La Elipa (closed for renovation work until summer 2011) and Lago. The Comunidad de Madrid also runs a popular summer pool at Canal de Isabel II (tel. 91-533-96-42) in Chamberí. Entry for all these pools is around 4.50€.

Tennis -- Reasonably priced courts are for hire (around 5€ per hr.) at large polideportivos (multifacility sports centers) run by the Madrid municipality. Casa de Campo (tel. 91-464-91-67), Barrio del Pilar, Barrio de la Concepción, and La Elipa are among the main locales. Private courts with high membership and court fees are also available at the Club de Tenis de Chamartín (Calle Federico Salmon 2; tel. 91-345-25-00; www.ctchamartin.es).

Walking -- The Guadarrama Mountains are nearer than you think. Just 1 hour and 20 minutes by suburban train from Chamartín takes you to the town of Cercedilla (see chapter 11), which has an information center and six graded trails into the hills. Another fine walking spot -- reached by bus from Plaza de Castilla -- is Manzanares el Real, with its beautiful and dramatic La Pedriza park, where many scenes from the Charleton Heston-helmed '60s epic El Cid were filmed.

Note: This information was accurate when it was published, but can change without notice. Please be sure to confirm all rates and details directly with the companies in question before planning your trip.