In reply to Calum Nicoll:
Hi Calum,
I'd say the classic Yelmo ascent is a nice thing, if you haven't still done it. You get to Manzanares El Real by bus 724 from Plaza de Castilla in Madrid and the buses leave at least every 1h... Also, if you feel like spending the whole day walking, the so called 'Circular de la Pedriza' is quite a feat, though not really involving a lot of scrambling...
The other classic, but make sure to check if it will not have snowed before - is the highest peak of the Madrid province - Peñalara. You start in Cotos - you can get there by:
- green bus 691 from Moncloa - check the timetables at
http://www.ctm-madrid.es/servlet/RedTransServlet?xh_ACCION=0&xh_TIPO=8
- Train from Atocha to Cotos (you need to change trains in Cercedilla)
From Cotos you get up to the peak by a very easy track, but then you can descend on to the NE side to make a circular route and the descent takes you via a nice ridge with a bit of exposure. Probably there are some easy scramblings up to the peak from the Peñalara hut, but I don't have any topo here to check at the moment.
So, I'd suggest El Yelmo and La Pedriza if you don't know that area yet (plus it's faster to get to by bus 724), but if you've been there before, then Peñalara should offer some scrambling (but it's not a lot, so don't blame me for disappointment) The views from Peñalara are nice - though!
Cheers
RS