Sangria and Piano in a Cave
You get the idea that Las Cuevas de Sésamo is a pretty unique place from the second you lay eyes on the garish sign reading "sangria y tapas" flashing red and white on an otherwise non-descript entryway. You then head down the stairs into the cuevas (caves). The cuevas are basically an old cellar that's been converted into a piano bar. Yes there are tapas, but the draw here is the sangria. For those new to Spain, sangria is a trap: its bathroom punch essentially, a concoction made for parties to get the largest number of people festive while spending the least amount of money possible. All those joints around Plaza Mayor selling sangria for 3 euros/glass are rip-offs. Las Cuevas, on the other hand, is the real-deal. They exclusively serve sangria in pitchers (enough to get 3-4 people in a celebratory mood) for 12euros and it is delicious, not too sweet or sour like many other sangrias.