My favourite thing about Madrid is the San Miguel Market, next to Plaza Mayor, in the oldest part of the city. The origins of the market date to the XIX century. Basically as soon as you get in, you’re hit by this amazing crazy atmosphere, mostly from the buzzing tourists taking photos and haggling prices. The food is quite wonderful/weird; there’s everything you could possibly hope for, ranging from small baguette-like slices of bruschetta, crazy scary fish, then traditional Spanish foods like serrano ham, gambas, pastries and mini burgers. The whole place is rather amazing, and very Spanish.
In the hot weather it’s really refreshing and relaxing to sit on one of the benches by a food counter with an ice cool drink just watching Spanish life and different people. It was originally the most prestigious food market in Madrid, but now with the ever increasing number of supermarkets in the area, it has become more of a tourist attraction, however it is still used for lunch time snacks and as a fresh butcher and fish mongers.