I was here on holiday with one of my friends and we got a recommendation from another buddy of ours to try La Embajada. We sat in one of the tables outside, stayed for 2+ hours and really soaked in the experience of fine dining in Madrid. The menu is eclectic, as there is Mediterranean, Mexican and Japanese. We actually sampled dishes from all 3 cuisines and they were all good. Great place - recommend it to anyone locals/visitors who are in Madrid...