I too have visited his tomb in the Alcazar. Although it is splendid, it is also rather simple compared to the other royal tombs. And it is set apart, because as a bastard the hero of Lepanto did not qualify to be buried alongside the rest of his family.
Those are some of the reasons why Chesterton calls him the Last Knight of Europe and has some pretty withering things to say about the monarchs who should have been protecting Christendom against its mortal enemy.