Plaza Mayor

A vast 17th-century arcaded square that has hosted royal coronations, bullfights, and the occasional Inquisition trial — now filled with café terraces, street portraitists, and the equestrian statue of Felipe III at its centre. Everyone passes through eventually; that's the point.

The cafés directly on the square charge a clear tourist premium — walk two minutes into the surrounding streets for the same tapas at half the price. The square's nine arched entrances each lead somewhere useful: the Arco de Cuchilleros staircase down toward the taverns of Cava de San Miguel is the most atmospheric. Around Christmas the plaza hosts Madrid's biggest and oldest festive market, running since the 1860s.