If you feel like walking and/or shopping in high-end stores, we recommend going to Salamanca, the most posh neighbourhood in Madrid, and strolling along the so-called "Golden Mile", the streets with best stores in the capital, including Prada and Loewe (corner of Serrano and Ortega y Gasset) Chanel, Luis Vuiton, Armani, Kenzo, Burberrys and Tiffany's (Ortega y Gasset).
It's also nice to walk along Calle Claudio Coello, Calle Hermosilla, Calle Velázquez and Calle Goya.
To get there, take the metro (Serrano stop L4).