When you are out and about seeing the sights of Madrid, there is no better place to stop for a sandwich than Rodilla. Established in 1939, they have built a reputation for quality and taste. Their foccacia’s are particularly good and reasonably priced. There are three things you have to try at least once when you are in Madrid - Rabas (squid), sangria, and paella. You can take care of the first two almost everywhere, but paella is a little more specialised. Try La Fragua de Vulcano, a traditional-looking tavern which serve individual portions for an incredibly reasonable 6€ - check out their amazing selection of cold meats too.