From A Wiki of Ice and Fire
The holdfast lies behind walls twelve feet thick. A dry moat lined with a bed of formidable iron spikes surrounds it. A drawbridge spans the moat.
The royal apartments are located in Maegor's Holdfast.  The king's bedchamber has twin hearths.
References in the books
The Princess and the Queen
King Viserys I Targaryen dies in his apartments in Maegor’s Holdfast. By the time Prince Aemond Targaryen took his leave on Vhagar for Storm's End the stink from the dead king’s bedchamber had wafted all through the holdfast.
When Rhaenyra Targaryen took King’s Landing Queen Alicent emerged from Maegor’s and attempted to treat with her stepdaughter but Rhaenyra rejected her proposal. Rhaenyra’s men found her rival’s wife, the mad Queen Helaena, locked in her bedchamber but when they broke down the doors of the king’s apartments they discovered only his empty bed and a full chamberpot.
As Rhaenyra was loosing her grip on the Iron Throne Queen Helaena threw herself from her window in Maegor’s Holdfast. She died impaled upon the iron spikes that lined the dry moat below.
During the Storming of the Dragonpit the Queen Rhaenyra watched the attack unfold from the roof of Maegor’s Holdfast with her sons and members of her court.
A Game of Thrones
King Robert Baratheon dies in Maegor’s Holdfast after being gored by a boar while hunting.
A Clash of Kings
Sansa Stark resides in Maegor's Holdfast. During the Battle of the Blackwater almost every highborn woman in the city takes refuge in the Queen's Ballroom in Maegor's Holdfast, along with a handful of old men and boys.
A Dance with Dragons
Ser Kevan Lannister notes that the dry moat surrounding Maegor’s Holdfast is three feet deep in snow and that the iron spikes that line it are glistening with frost. Ser Kevan sups with Cersei and Tommen in the royal chambers. Tommen tells Ser Kevan that the bad cat was outside his window the previous night.
|“||Sansa pulled the hood of her cloak up over her ears, and hurried toward Maegor’s Holdfast, the castle-within-a-castle where the queen had promised they would all be safe.||”|