While researching online for your trip to Madrid can be more than sufficient, sometimes planning travelers just want something to take on the go and to have in hand during the trip for quick references, maps, and tips. I highly recommend printing a lot of free info online AND purchasing professional, published travel guide books. Here are a few of the top Madrid travel books that can help you in your planning and wandering around Madrid.
Frommer's Madrid with Sidetrips guide - A quality guide from a reputable company.
Time Out Madrid - A highly rated travel guide covering Madrid
Madrid from Eyewitness Travel - Another even higher rated travel guide covering Madrid. The folks at Eyewitness travel are great and I'm sure this madrid travel book delivers.