Chocolatería San Ginés

A 24-hour churros-and-chocolate institution since 1894, tucked down a passage off Calle del Arenal — thick, dippable hot chocolate and fried-to-order churros, traditionally eaten after a night out rather than as breakfast.

It genuinely never closes, which means it's as normal to see it packed at 4am with clubbers as at 9am with tourists — pick whichever crowd sounds more appealing. There's almost always a short queue, but turnover is fast since it's built for quick service. Order chocolate con churros (or the thicker porras) and resist the urge to use a spoon — dunking with your fingers is the entire tradition.