The Madrid Chamber of Commerce website has an interesting section, called Rutas por Madrid, on their site dedicated to tours around Madrid. They give you route maps, brief overview of what you are likely to see and recommended places to eat, drink and shop. They include Literario (Literary), Medieval, Romántico (Romantic), Moderno (Modern), Austrias, Borbones (Bourbons), Gran Vía-Princesa, Arte (Art).
You can also download the details in pdf format. The only potential disadvantage for some people is that the details are in Spanish. However, there is a section within this website called Madrid Routes which gives a cut-down version of the Spanish section – no downloadable pdf’s, sorry.