Danny needs to play because he's very good at putting pressure on the opponents defense. That'll be crucial imo, i'd be tempted to play Danny on the left wing with Rooney on the right, with a brief of putting pressure on Madrids fullbacks while RVP sits in the middle. Give Danny/Rooney the freedom to roam a bit allowing them to come inside.
Then have a solid base in the middle of the park. Clev, Carrick and either Kagawa or Anderson. I'd probably side with Anderson, although if Jones is fit, i'd give him the nod over the pair. Get Clev on the left of the midfield so he can link up with Danny, while Jones on the right and Carrick in the middle. That'd be my lineup, then have Hernandez, Nani and Kagawa to come on if we're chasing the game. Otherwise, we can use Giggs, Valencia and Anderson.
De Gea
Rafael
Evans
Rio
Evra
Jones
Carrick
Cleverley
Rooney
RVP
Welbeck