A great choice if you are looking for a small hotel. Originally a palace built in 1852, the building retains its elevated ceilings and molded walls. Charming and comfortable, the hotel has 34 large bedrooms. And I’ve kept the best for last: the entrance leads to a pool and garden area where you can relax, and maybe swim, after your third visit to the Prado (just a 12-minute walk away). —Jeanne Malle

Jeanne Malle is an Associate Editor at AIR MAIL