From the train station El Escorial there are two ways to get to the monastry, first take the bus and second take a walk. The walk passes through a large park, and the “Casita del Principe”, the small house of the Prince. It goes bit by bit up the hill and through some desert like landscape in summer, but quite photogenic. It is a 15 minutes walk and I believe much nicer and more quiet than the bus ride. I felt pretty alone there and after Madrid it was a nice break.
It must be great in winter with all the snow and if they ever do a Spanish version of Harry Potter, it will be the number one place to do it.