Bilbao or Madrid?

Bilbao has no beach in town, but the metro reaches Ereaga, Arrigunaga and the open surf beaches of Sopelana in well under an hour, and Plentzia's sheltered bay is gentler for children. The Bay of Biscay is changeable and only really pleasant for swimming late in summer, so think of it as an afternoon out rather than a beach vacation.

Madrid has nothing like it. The coast is too far for a day out, and in summer a swim means the municipal open-air pools or the reservoirs below the Sierra de Guadarrama.

Both are serious eating cities built around grazing at a bar counter, so the difference is in what lands on the plate. Bilbao goes deep into one cuisine: pintxos and txakoli in the Casco Viejo and Plaza Nueva, grilled hake and txuleta steak at the asadores, and the Ribera market for Cantabrian fish and Idiazabal cheese.

Madrid goes wide. Its own cooking is hearty and Castilian, such as cocido, callos and calamari sandwiches, but as the capital it also gathers Galician seafood, Basque grills and food from every other region, with vermouth at Sunday lunchtime and churros in the small hours.

Bilbao's case rests on the Guggenheim, a building worth the trip on its own, backed by a good Bellas Artes and the Basque Museum. Two or three days see it all.

Madrid works on another scale. Along the Paseo del Prado, the Prado, Reina Sofía and Thyssen hold Velázquez, Goya and Guernica, enough for several days. The Royal Palace and Plaza Mayor add a grandeur that Bilbao's small medieval quarter of Siete Calles does not try to match.

In Bilbao a night out is the pintxo crawl carried on later. The old-town bars and Licenciado Poza stay busy late at weekends, but there are few clubs and midweek is quiet, except during the Great Week in August.

Madrid is a different animal. Clubs fill from around two and keep going past dawn, every weekend all year and every night in summer. Each district has its own crowd, from Malasaña's rock bars to Chueca's gay scene and the terraces of La Latina.

In Bilbao's green valley, good walking starts at the edge of town. There is the Artxanda funicular, the Pagasarri hike from the suburbs, and Urkiola and Gorbea within an hour. On the coast are the cliff paths, the Urdaibai reserve and Gaztelugatxe, and surfers have the famous wave at Mundaka. The price is rain in every season.

Madrid has fine parks in the Retiro, Casa de Campo and Madrid Río, but its real outdoors is the Sierra de Guadarrama an hour north, with the granite of La Pedriza and winter skiing at Navacerrada. It has no coast, and summer on the plateau is too hot for much hiking.

Bilbao's outings go by bus or car, while Madrid's go by fast train, and that is what puts Madrid ahead. From Bilbao, San Sebastián is a little over an hour by bus, and Gernika, the fishing ports of Bermeo and Lekeitio, Vitoria and the Rioja vineyards around Laguardia fill further days. They mix sea and wine country in a way Madrid cannot, but the widest choice needs a car.

Madrid sits at the centre of a ring of historic cities. Toledo and Segovia are about half an hour away by high-speed train, and Ávila is a little further. Salamanca and Cuenca are about an hour to an hour and a half away, and El Escorial and Aranjuez are closer still, all without a car.

Bilbao has no zoo, aquarium or theme park, and Madrid has all three, which is the main difference for children. In Bilbao you make do with Doña Casilda's pond and playgrounds, the Artxanda funicular and Puppy outside the Guggenheim, and rainy days take some planning. In summer the beaches at Getxo and Plentzia keep children busy.

Madrid adds rowing boats and puppet shows in the Retiro, the zoo, aquarium, cable car and funfair in Casa de Campo, and Faunia further out. Both cities are flat, safe and used to children staying up late in the plazas, though Madrid's July and August heat makes days out hard work.

Neither city needs a car, but the scale is different. Bilbao is essentially a strip along the river from the Casco Viejo to the Guggenheim, walkable from end to end, with a tram along it and Foster's metro running down to the beaches.

Madrid's flat centre is walkable too, but the city is far bigger and relies on one of Europe's largest metro networks, with a direct line to the airport. Atocha and Chamartín stations connect to the fast trains. Summer heat is the main thing that puts people off walking.

Madrid is the clear choice for shopping: luxury houses on Calle Serrano, flagship stores around Gran Vía and Sol, independent and vintage shops in Malasaña and Chueca, and El Rastro flea market on Sunday mornings. Bilbao's Gran Vía has the chains, but its best buys are the berets and linen in the Casco Viejo's old family shops and, above all, tinned anchovies, bonito and txakoli from the delicatessens.

Neither is a bargain, and the gap between them is small. Bilbao is on the dear side for Spain, with central hotels costing more than usual, though a pintxo crawl stays good value. Madrid comes out slightly easier on the budget, with eating out that costs less than you might expect and free entry to the great museums at set times.

Bilbao's stages are respectable: ABAO's opera season and the symphony orchestra at the Euskalduna, theatre at the Arriaga and Campos Elíseos, and the BBK Live festival each July. Outside those seasons, though, there is much less on.

Madrid has far more on in any week of the year: opera at the Teatro Real, zarzuela, the Auditorio Nacional, musicals on Gran Vía, jazz clubs and, above all, flamenco every night in the tablaos of the old centre.

Neither city is a place to come for pampering, and there is little to choose between them. Bilbao has no bathing tradition of its own, so a treatment means booking into a hotel or city spa, and real thermal waters mean heading inland to the old Basque spa towns. Its strength is pace: a small centre, gentle walks by the river and evenings with no hurry make it the more restful of the two just to be in.

Madrid has the more memorable soak, in the Arab-style baths of the old centre, where you move between hot and cool pools in vaulted rooms. The city around them pulls the other way, staying loud and busy into the small hours, so calm there means finding a shady park during the hot middle of the day.