Affordable lodging on Madrid's Plaza de Santa Ana is possible with hospitality sharing sites like AirBnb.

After leaving Barcelona and falling in love with the city, we hopped on the high-speed train to Madrid. Three hours later we arrived at our flat (that we found on AirBnb) overlooking Plaza De Santa Ana.

Here's the only way I can explain this plaza: imagine if you were staying directly above the busiest street in San Diego's Gaslamp Quarter. It's fun to party it up all night– especially in Spain – but sleep may escape you once you're ready to crash for the day.

Thankfully, our third-floor room had large wooden doors to close over the balcony windows. Ear plugs also became our best friend on this trip. We took it easy in Madrid because after living the glamorous traveling life for several weeks, my husband caught a cold and was sequestered to resting in bed for a day or two.

The benefit of staying on such a busy plaza, though, is that you get to partake in Spanish culture without even having to leave your room. In the evenings we would open up our balcony doors and listen to the musicians performing outside. Two nights in a row they even set up a stage with performances complete with flamenco dancers (below) and a fake matador-and-bull demonstration.

Along with the numerous bars and eateries in the plaza, there were tons of great food choices in the surrounding alleyways.

One night we had tapas at Malaspina and drank some of their delicious sangria (usually the size of an appetizer, but in this case the size of a full meal). Another night we caught a Barcelona football game at another tapas bar.

Parque del Retiro

I'm not sure what we expected, but Madrid is a much larger city than Barcelona, population and geography-wise. We could walk a lot of places, but also opted to use the metro for things that were further away. We spent a day walking through Madrid's Parque del Retiro and then decided to spring the €2 to visit the Botanical Gardens. (What can I say, we're suckers for nature.)

One day we headed down to el Rastro, Madrid's local flea market. While the market's flooded with horrid touristy tents full of cheap knick-knacks and knock-offs, the back corner of it is reserved for actual antique sellers. After digging through lots of old rusty things, we managed to find a few gems like an antique skeleton key and a retro pocket watch. But let it be known: this is a good time to brush up on your Spanish-speaking skills, as some vendors don't speak much English.

On our way out of the winding marketplace we ran across a sign scribbled on a old piece of plywood that read “Free concerts every day.” Not wanting to miss a chance to catch free music, we followed the sign into a concrete lot surrounded by a wooden fence.

The area was filled with structures that had been crafted from recycled items – there was a garden, play structure, cafe area, wooden swings and basketball court. In the corner we spotted the concert and enjoyed several songs sung by local artists, including one performed by a young girl.

Palacio Real in central Madrid.

We wrapped up our last day in Madrid with some more tapas and sangria and then headed to bed, since our flight to Paris was departing in the wee hours of the morning.