I have taken my children to the Prado several times, and also to the Thyssen and Reina Sofia. They enjoyed their visits, mostly because there were specially made for kids: they had a guide for a group of 10-12 kids, the visits had a theme like Greek mythology, and they only stopped in front of a few paintings.

I liked the Thyssen visits the most: only 5-6 paintings with a common theme like music, cities, people... and at the end the kids would do a craft based on what they just saw. The guides took a socratic approach to the visits, so instead of explaining they asked questions like What do you see here? Why did the artist did that? Who is this person in the painting? Was he rich? Is she happy?

We parents were with them but weren't allowed to speak before the kids, only to help when they struggled with a question. It was delightful to see the children's imagination run wild with their interpretation of the paintings.

Seeing only a few paintings but really being in front of them for a while was a new experience for me, used to the common mindset of having to see all paintings in a museum even if only for a few seconds.