There are three big museums in Madrid (the Prado, the Thyssen, and the Reina Sofia) that get most of the attention and, naturally, tourists. However, after visiting not only those main ones but also many others on the periphery, I'd venture to suggest that the Museo Arqueologico Nacional, or the MAN, deserves much more attention than it gets.
The MAN has been in Madrid since 1867, but after closing for six years for renovations, it recently reopened in 2014, and the result is fantastic. Many exhibits (think Egyptian, Celtic, Iberian, Greek, Roman, and more) are interactive, and if my memory serves me right, most, if not all, are bilingual. One of the best parts is that the entire museum is so pleasing to the eye, from the architecture to the displays, it's all just really gorgeous and classic. It's somewhere I'd wander around not just to see the old, interesting objects, but to feel like I'm enjoying my surroundings as well.
We spent a good chunk of a Saturday afternoon at the Museo Arqueologico (it's free from 2pm - close on Saturdays!), and then because we hadn't gotten to see it all, we went back again on Sunday to finish up. If you can go during free hours (check their website for current times), I'd recommend it, but if you can't, I wouldn't stress about it - ordinarily it's only 3€ per person.
I'd highly recommend a visit to the Museo Arqueologico Nacional if you're ever in Madrid and you want to see more than just art (as that's primarily what the three museums mentioned earlier showcase). Cheap (or free if you time your visit right) but beautiful and state of the art, I feel the MAN is a must-see in Madrid - and you likely won't be fighting crowds like you will at the big three.