I visited the royal palace at Aranjuez on my first day in Spain after an overnight flight from Montreal to Madrid. It was my first WHS in Europe. The train ride from Madrid to Aranjuez was less than an hour and it makes a perfect half-day trip from Madrid. The palace has many rooms; the one that stands out the most in my memory is the Alhambra-inspired one. Unfortunately, no photos are allowed inside. However, they are allowed at the gorgeous garden nearby. The palace is no comparison to similar sites I visited later on my trip such as El Escorial but it's worth an afternoon nonetheless. I would suggest visiting this site first before the other WHS near Madrid in order to evade disappointment.