Avila

Avila by night (photo c/o Mauro Nogueira)
For fans of the middle ages, the Town of Stones and Saints is your dream come true. Avila is surrounded by medieval walls complete with gates, watchtowers, and turrets and is filled with Gothic and Romanesque churches. It’s a UNESCO Heritage Site and getting there costs you less than 10 Euros and 1.5 hours by bus or train each way from Madrid.
Cuenca

Casas Colgadas de Cuenca – the hanging houses (photo c/o elainne_dickinson)
Don’t worry. I haven’t forgotten about you, fans of improbable architecture and engineering. If you liked Pisa, the 2-3 hour bus or train trip to Cuenca from Madrid is a good investment of your time. Here you can gape at houses perched perilously along cliff edges in defiance of gravity and fear of heights.
Everyone should go to Segovia. It just might be the prettiest city in Spain. With a one hour travel time by bus from Madrid and a lantern-lit, hanging plants-filled historic quarter that is easily walkable in less than two hours, there is no excuse not to day trip to Segovia. You can trace the carefully restored Roman aqueduct built in the 1st century A.D. through town to the Alcazar (turrets, ramparts, moats, and sweeping countryside vistas included). Heck, take a picnic!
Toledo
A mere half hour train ride from Madrid will get you to the impressive and formidable city on a mountain, Toledo. If there was ever a place built to be a defensive stronghold, Toledo is it. The fortifications and regional expertise in sword making discouraged invaders for centuries; today, the steep hills and lack of shade dishearten swarms of tourists on foot. Be prepared to walk until you can walk no more.