It has always been said that one of the most amazing places to enjoy dusk in Madrid is the Círculo de Bellas Artes. I had never been up there, and to be honest I wish I had gone before. Yes it is amazing.
Going up there right at the time when the sun turns orange and goes down progressively until it disappears, giving way to what in photography is called "the magical hour", is a feeling all photography fans know you cannot put into words.
It is a huge terrace roof where, even if there are many people, there is always a good spot to admire the horizon or take some unforgettable pictures.