Madrid - Recommend me a good hotel & things to do please

[YRRunner]

I may be getting ahead of myself here but, I'm heading out to Madrid for the Champions League Final. If my team get there, great. If not, I'll just spend 3 or 4 days doing the tourist thing. Can anyone recommend good hotels (min 4*) in the city or near the Bernabeu? Never been before. The stadium looks pretty close to the city center on Google Earth, but your recommendations re: hotels, transport system, must do's, restaurants etc., would be greatly appreciated. Many thanks!