Of the various traditional markets in Madrid, our favourite is the Mercado de la Cebada. Another one which also enjoys a high popularity from gourmets and those who value quality over comfort is the Mercado de Anton Martin in the Barrio de Lavapiès.
A nice feature is the neighborhood, with a lot of market spots in the streets already and much life, the Ciné Doré or a Flamenco school which provides a great background to your shopping. The market itself gives us an overall slightly less good impression than la Cebada, although this is possibly affective only. They have nice stands which we would like to visit, such as la Mar de Algas, but they turn out to be close any time we show up.
Plaza de Antón Martín, with its monument to the Matanza de Atocha de 1977 and the Iglesia de El Salvador y San Nicolás.
An impressive 2.8kg pulpo which we ate at this occasion.