If you are downtown and want somewhere fun to eat you have to visit El Mercado San Miguel. Whether you are in the mood for a bottle of Spanish cava, some jamon iberico, or some famous Spanish tapas, you will find it here. You can even do some of your shopping here because it has fresh/local produce and fresh seafood from the nearby Atlantic. I loved going to different counters and trying a little of everything. The atmosphere is fun, exciting, and lively (especially at night). Plus, it's just a quick walk from La Puerta del Sol.