Avila, although not that popular compared to other tourist places in Spain, for some is the most beautiful walled city close to Madrid.
It is easy to go from Madrid to Avila on a day trip, including Segovia in your trip.
You will find an outdoor market in Avila every Friday in Plaza del Mercado Chico.
Some of the things you should do while on your visit to Avila:
Take a stroll along the walls of the city between Puerta del Carmen and Puerta de los Leales.
Visit the various historical towers and archways of the city.
Pay a visit to the museum Convento de Santa Teresa that has the ring finger of Teresa which still holds the ring.
From Madrid if you go by car, you ought to go along the M30 route. If you are going by train, you can catch a train at Recoletos, Nuevos Ministerios, Chamartin or Atocha. There is a bus stand at Mendez Alvaro from where you can take an Avanza bus service.
If you want to go to Salamanca from Avila, it takes about 1 hour by train.
For car services, you can opt for the services of easyCar that operates in many places in Spain.
The walking time between the bus station of Avila and city walls is about 5 minutes which is quite convenient. And after another 5 minute walk you come to the railway station. Then you can walk through the Jardin del Recreo to Plaza de Santa Teresa and go to the city traversing the beautiful Puerta del Alzacar.
From there if you a take left you can see the cathedral. To the left of the Plaza de la Cathedral, you can find the major market. Every Friday, there is an outdoor market there where you can enjoy a good lunch.
If you go through to the other side, beside Caballeros and Plaza del Rastro, you will find the citys south end. If you want to go back to the main city, you can walk to the archway outside the wall, Puerta de Santa Teresa. There is the famous Convento de Santa Teresa.
Then you can walk from the convent toward Jimena Blazquez to the Plaza Concepcion Arenal before taking a left turn towards the Puerta de Carmen. You will have an outstanding view of city wall from here.
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