The Escorial Monastery is VERY beautiful, and the royal crypts are full of history and reverence. Too bad that you only get a cursory glance at everything as they are rushing to get everyone through.
The Valley of the Fallen is another place of great importance to the history of Spain, but it is currently under construction with scaffolding in the front that we were not made aware of prior to visiting. And again, you get to spend very little time in any of the locations as they are rushing to get you through.
We would definitely go back, but we would take our own transport and really explore both the city and the attractions. We are really glad we were able to go, but it was much more hassle than we bargained for.