Malaga or Madrid?

This is the widest gap between the two cities. Madrid sits on the plateau far from any coast, and in summer the locals make do with municipal pools and the reservoirs below the Sierra de Guadarrama.

Malaga has sand within walking distance of the cathedral. The old fishing quarters of Pedregalejo and El Palo are good for a long afternoon with grilled sardines, and the resort beaches of Torremolinos and Fuengirola are on the suburban train. The sand is ordinary and the Alboran Sea a little cool, but the coves at Nerja, about an hour east, have prettier water.

Both cities eat the Spanish way, at counters and late in the evening, but Madrid has more depth. As the capital it brings together Galician seafood, Basque grills and a serious tier of tasting menus alongside its own cocido and callos, and its market halls and the Cava Baja tapas crawl add plenty of range.

Malaga's food is narrower and closer to the sea: espetos of sardines on the beach, plates of fried fish in El Palo, sweet wine poured from the barrel and ajoblanco in summer. It is excellent casual eating, with fewer ambitious restaurants.

Madrid is the stronger choice for sightseeing, above all for painting. The Prado, the Reina Sofía and the Thyssen could fill a week between them, and the Royal Palace, Plaza Mayor and Gran Vía give the city its grand capital setting. The older history, though, lies outside the city.

Malaga has the age Madrid lacks: a Roman theatre below the Moorish Alcazaba, with Gibralfaro castle above, and the Picasso Museum in the city where he was born. It is a compact city for two days rather than one to explore for a week.

Madrid has one of the latest and fullest nights out in Europe, and each district has its own character. Malasaña has rock bars, Chueca has the gay scene, La Latina has terraces, and the big clubs around Gran Vía run past dawn.

Malaga keeps the same late hours on a smaller scale. A night out means terraces and small bars around Plaza de la Merced and beach bars at Pedregalejo, with a mixed-age crowd that is sociable rather than wild. For serious clubbing or a gay scene, you take the train to Torremolinos.

Malaga has the outdoors closer to hand. The pine hills of the Montes de Malaga start at the edge of the city. Within an hour or two you can reach the Caminito del Rey gorge walk, the limestone stacks of El Torcal, kayaking under the Maro cliffs and, further off, the Sierra Nevada.

Madrid's green space is mostly parkland: the Retiro, Casa de Campo and Madrid Río. The real hiking is an hour north in the granite of the Sierra de Guadarrama, at La Pedriza and Peñalara. It offers one mountain range rather than Malaga's mix of mountains and sea.

Both are excellent bases, and the difference is which part of Spain you see. From Madrid, fast trains reach the historic cities of Castile: Toledo and Segovia in about half an hour, then walled Ávila, Salamanca and Cuenca a little further out.

Malaga opens up Andalucía instead, with Córdoba's Mezquita, Granada's Alhambra, the gorge at Ronda and coastal towns such as Nerja and Marbella. The white villages and the inland gorges are much easier with a car.

Families are equally welcome in both, and children out late in the plazas are normal. Madrid has more made for children inside the city, with rowing boats and puppet shows in the Retiro and the zoo, aquarium, cable car and funfair in Casa de Campo.

Malaga's advantage is the gently shelving beach on the doorstep, and its zoo, aquarium and dolphin park are a short train ride along the coast. In both cities, July and August are hard work in the heat.

Madrid is easier to get around, even though it is a much bigger city. Its large, air-conditioned metro reaches the airport and every district, and Atocha and Chamartín stations connect straight to the high-speed network, so you need no car even for day trips.

Malaga's centre is small enough that you rarely need transport, and the suburban train reaches the airport in about ten minutes. Away from the coast line, though, buses are sparse, and a car helps for the villages, El Torcal and the Caminito del Rey.

Madrid offers far more choice. Calle Serrano in the Salamanca district has the luxury houses, and Gran Vía and Preciados have the flagship stores and department stores. Malasaña and Chueca have independent and vintage shops, and on Sunday mornings El Rastro flea market fills the streets below La Latina.

Malaga's shopping centres on the marble-paved Calle Larios and the chain stores around it, with a few independent shops in Soho. Its best buys are things to eat and drink, such as olive oil, almonds and sweet wine from the Atarazanas market. For luxury shopping you go to Puerto Banús, about an hour away.

Costs are much the same in both cities, and in both eating out is good value, with tapas, a drink and a set lunch keeping food costs modest. The difference is where the money goes. Madrid's hotels charge what you would expect in a major capital and rise during big events, though its great museums have free hours.

In Malaga the pressure is on rooms in the old town and near the beach from spring to autumn. Coming in winter or staying a little outside the centre makes a real difference.

Madrid has a much fuller stage life. Opera at the Teatro Real, the national orchestra at the Auditorio Nacional, zarzuela, the Gran Vía musicals and serious flamenco tablaos give you a choice on any night, with jazz clubs and Malasaña's indie venues besides.

In Malaga the main stage is the Teatro Cervantes, home of the Malaga Philharmonic, and flamenco is in the tablaos and the more genuine peñas. Its biggest show is Semana Santa in the streets. For opera or a deep theatre season, Madrid is the place to go.

Neither city is a spa destination, and in both the choice is an Arab-style bathhouse in the old town rather than a bathing tradition of their own. Malaga is slightly easier for unwinding, thanks to the resort spas along the coast towards Marbella, the siesta rhythm and evening walks on the Paseo Marítimo.

Madrid is louder and later by nature. Rest there means a long lunch or a slow afternoon in the Retiro or the Botanical Garden.