We decided to check out the medieval city of Siguenza mainly because of the medieval train. On the train ride, April through June they put on a show. They have a bunch of actors dressed up in medieval garb and pass out treats from the region and play music, there is even a peddler that comes and begs for money.
The train tickets come with a guided tour and admission to the cathedral. Although it wasn't my favorite place that we've been to so far, it was a pretty little town and we enjoyed ourselves.