Museo Nacional del Prado was the only major museum in Madrid that I managed to visit. The museum is internationally recognised for its excellent collection of paintings and sculptures. I visited the museum when the entry was free and managed to see almost all the paintings.
At the risk of oversimplifying the picture, I would say that most paintings reflected three main themes: war, Christian values, and social or political repressions. Nevertheless, a remarkable painting there caught my eye: La Mujer Barbuda (The Bearded Woman) by Jusepe de Ribera:
This work is in the public domain in those countries with a copyright term of life of the author plus 100 years or fewer. From: Wiki
This painting is a very good piece of work that ideally represents the transgender/transsexual debate.