Keep an eye out at Majadahonda Market — you're likely to come across some unique curio in one of its many stalls. After you've had a thorough browse of things, grab a bite to eat from one of the nearby food vendors.
This community marketplace is on the to-do lists of many travelers to Majadahonda. But Majadahonda Market isn't the area's only highlight. Las Rozas Village Outlet, Europolis, and Las Rozas The Style Outlets are some other interesting attractions nearby.