I prioritize flexibility over minor inconveniences. Normally, I do not buy tickets in advance unless it is essential (For example, I did book tickets in advance for Granada's Alhambra and Barcelona's Sagrada Familia)
At Madrid, you do not have book tickets in advance for any attraction
1. Avoiding lines at Prado museum with no pre booking
Of the 3 major museums in Madrid, lines are long only at the Prado. You can beat the line by buying 3 museums Art Ticket (Paseo del Arte Card) at the nearby Thyssen Museum, where lines are short.
Once you have an art ticket, you have a special line to enter the Prado museum.
2. Check if the The Royal Palace is open
It is very rare to see long lines at The Royal Palace of Madrid. In fact, at the palace, even those who have advance tickets have to stand in the queue!
The Madrid Royal Palace is often closed for one occasion or the other. Use the online website to check if it is open on the day you want to visit the Royal Palace, Madrid.
3. Book the game in Santiago Bernabeu stadium
If you want to watch a game at Santiago Bernabeu, you should check the schedule and book the tickets in advance. There is no need to book in advance if you are just going for the tour.