The Burgos Cathedral definitively is one of the most impressive cathedrals in Spain. If you've a car with you, there is a good parking place in the city center (southern of the river), with good conditions for long-term parking. You can get reasonable priced breakfast in the cafeteria of the university: Enter from the North-West (passing through the park), turn left, after two doors left again. And watch for pilgrims!
I visited Burgos in July 2003 and instantly fell in love with it, what a beautiful city, what a place to live, I will definitely go back soon.