Madrid for 3 and 4 year old

My family is taking a week's vacation in Madrid in March, likely with day trips to Segovia and Toledo (though if anyone has other suggestions, I'm all ears!). My children are 3 1/2 and 4 1/2. Last year we did our first international trip with them to Iceland in the winter, and it was wonderful!

My debate this year is whether to take the stroller, and if so, which one. I have a double (Baby Jogger City Micro) and a single (Maclaren umbrella type). They haven't used the stroller much in the last 6 months, but did use it pretty extensively in August in Disney world. I'm leaning toward taking the double, especially if we'll be out late given the late dinners. Does anyone have any advice?

I'd also love to know what kinds of things are great to do with kids in Madrid, and which day trips anyone would recommend.

Thanks!

the Royal Palace would be a good place to take kids. The Retiro has a variety of playgrounds, etc. and is a quiet leafy place to enjoy. they may lilke some of the art in the Prado. the Decorative Arts museum may be fun. Also, there's an interactive science museum "Cosmocaixa" and a natural science museum as well.

A doublestroller (assume it is side by side) would be a burden, especially if you need to "park" it near your table in a crowded or small restaurant.

the "Guia de Ocio" on sale weekly has a section for kids' activities.

You may want to visit Avila and take a walk around the city walls, although March is still pretty chilly around Madrid.

Agree that the double would be too big to pull up the the table in restaurants, but if you have 2 kids and you're using it mainly for all the walking during the day, it might come in handy to have seating for them both. We took our son to Madrid was he was a little over a year old and it was great to have a small umbrella stroller when we went out to dinner. We went in May when a lot of places had outdoor seating though (probably not the case in March).