And the Bayern Munich midfielder believes the Bundesliga is breeding a new generation of talented and hungry coaches to rival England's Premier League and Spain's La Liga.
The much-traveled Spaniard, 35, worked with John Toshack at Real Sociedad, Rafa Benitez at Liverpool, Manuel Pellegrini and Jose Mourinho at Real Madrid and Pep Guardiola and Carlo Ancelotti at Bayern.
He has learned from each one, so he is well qualified to admire the work of up-and-coming Bundesliga managers such as Ralph Hasenhuttl, 49, of league leaders RB Leipzig, Pal Dardai, 40, of Hertha Berlin, Niko Kovac, 45, of Eintracht Frankfurt and 29-year-old Julian Nagelsmann of Hoffenheim.
"Here in Germany there are so many young, good, working managers, not with spectacular names and great players but with good players, making them work together and having a great work ethic," Alonso told CNN World Sport.
"The level of the teams in the Bundesliga is getting better and better. In just two years I have realized any team is tough to beat. There are a lot of young coaches who are doing a great job, having a good stamp on their team, and that's something you notice."
Bayern, of course, is the most successful club in German history with 26 national titles and 18 cups to its name, and Alonso, despite all his experience across Europe, believes it is a unique institution.
"Once you get here you start realizing this is not a normal one, this is not one more club. It's pretty special," he said.
"It's pretty special because of the history it has, the current situation of the club is fantastic as well as the embracement of the fans.
"The identity they have for the club, not just in Munich but in Bavaria, is fantastic and that strong link between the club and the supporters, it's a little different from the ones I knew in Spain and in England."
Alonso says it is the bond the fans have with the team --attending daily training sessions but respecting the players when they are working -- that sets Bayern apart.
"There is not like that big a gap between the team and the club and the supporters, everything is very tangible, the family, all of them, we are together," he adds.
Each club Alonso has been at has its own identity, and he says all of them have elements that might not work elsewhere.
He describes his first appearance playing for Real Madrid against Barcelona in the El Clasico at the Nou Camp as "unbelievable."
"The sound of 100,000 people whistling, it was like music to us," he says.
Each of his former managers has had a different style, too.
"Each stage of my career I have been learning and maturing and I've been lucky enough to work with great managers," he said.
"At Sociedad, Liverpool with Rafa, Mourinho, Pellegrini, Ancelotti, Pep, all of them have their own way to work but I have learned a lot from them and that has changed what I thought."
Alonso won the Champions League and FA Cup while at Liverpool and added another Champions League title and La Liga crown with Real Madrid before adding two Bundesliga titles at Bayern.
He also won 114 caps for Spain before retiring from international football following a disappointing World Cup campaign in 2014.
His role is as a holding midfielder, but Alonso believes it is his desire to work for teammates that has ensured his success.
"It's not going to be my speed, it's not going to be my dribbling, it's not going to be my goals," he says, reflecting on his position and style of play.
"What I have always tried to do is to be a team player and for me being a team player is to think about what the team needs, how can I help the team play better, how can I make the game easier for the players around me.
"I like the players around me to play well because that is when I feel I have done my duty. That's what I want to be -- the link between the defense and attack.
"For the defense to be protected and the attackers to get the best balls for them to have good position to dribble. That's what I want, and to be able to read the game as far as possible, that's my job."
Alonso's contract at Bayern expires next year, and at 35 he knows his time is running out at the top level.
But while he says he has ideas what the future might look like, he has no firm plans.
"My thoughts are more in the present than in the future," he adds. "I prefer to be focused on this season, try to play well, try to feel well.
"I want that freedom to do what I want to do, to take that decision for myself."