I opted for the Lonely Planet guide as it was published only last year, and guide books tend to date very quickly.
The information provided did seem to be wide-ranging and was up to date on the whole, but the layout of the guide is incredibly frustrating. The maps to each section have numbered sites on them, but the numbers don't correspond to the text. You have to figure out what place the number is referring to yourself. This is enormously irritating.
The pull out map is not convenient for use around the city. You will find a better free map in the Madrid tourist offices.
In future I think I will stick to Rough Guide, as although the content of the Lonely Planet guide seemed fine, the presentation has been badly thought out.