Madrid, Spain

It boasts Western Europe’s largest Royal Palace and its most audacious gay pride parade. Get lost in the 16th-century cobblestoned streets around Plaza Mayor, the über-trendy boutiques of Chueca, the upscale chic of Salamanca, and the medieval elegance of La Latina. Dine on cutting-edge cuisine in a world-famous culinary temple or join locals in a gritty corner bar where the simple tapas come in huge portions and everyone throws their napkins on the floor.

Like the best tapas bars, Madrid offers a selection of delights so tempting it reduces even the most seasoned traveler to giddiness. On two glorious stretch of boulevard, it houses two of the world’s greatest art museums.

Start a night out at 10 p.m. with a heart-stirring flamenco performance and finish at 6 a.m. with pulse-racing techno. Madrid is a city that locals proudly claim never sleeps. Except, that is, during siesta. Do like they do and take a nap—it is key to truly living la vida madrileña.