It’s easy to feel like a local in Madrid. If you go to the same place twice here, you’ll be greeted like an old friend. The city’s streets are alive, but it hasn’t yet been slammed by mass tourism. There are plenty of mom-and-pop stores to be found, and a new generation of artists and artisans has emerged. It’s also closely connected: In five short subway stops, you can be transported from the swankiest of districts to working-class neighborhoods.