There is a metro stop at Cuatro Vientos but this is a long way (2K+) from the museum
Otherwise excellent advice Paul, but the Metro stop was a lot less than 1km from the entrance; I walked it in less than 15 minutes, and you can't miss where you are going, as you just follow the military side of the motorway, right from the station enterance.
I used the bus the first time I went, and the driver delighted in taking me to the end of the line, even though I'd asked in broken eSpanish for the museum and sat just behind him (which he'd never heard of, despite driving past it each day...
)
After that experience I was convinced to try the Metro, which was fine. Either method will do of course, but keep yr eyes peeled for the red & white checked water tower ball if you get the same driver as me on the bus!