It's your chance to experience Picasso's Guernica in real. To me it was one of the most moving and impressive, while also disturbing exhibits I've ever seen in any museum.
> The Prado Museum is more important for Spain than the Monarchy and the Republic altogether... consider the embarrassment if the paintings were missing or seriously damaged... you would need to shoot yourself.
If you do get in early, consider heading to the diagonally opposite top corner: its where a lot of really nice stuff is you'll want to linger over, and you can avoid a crush and then backtrack.
I was totally surprised by some gems in the collection. Pre-raphelite works. Don't miss rooms, give everything its due.
The Thyssen is also another must-see.