Though the surrounding scenery provides the key attraction, the town's main church, the Iglesia Parroquial de San Sebastián -- originally medieval Romanesque and rebuilt after the Civil War -- is well worth a look. It also enjoys spectacular views of the Guadarrama Valley.
In the Fuenfría Valley, a half-hour walk up the road that leads directly from the train station into the mountains brings you to the Calzada Romana (Roman Road), with original stones and remains of four Roman bridges along its route. It's a tiny section of a road that once connected the township of Titulcia, south of Madrid, with Segovia, on the other side of the mountains.
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.