"As the last of the 19th-century iron markets in Madrid, this beautifully preserved monument operates just as it has for almost two centuries. Because it's such a fixture on the scene for both foodies and tourists, the prices at some of the stands are a little higher than at other local markets, but the quality and variety is pretty stunning. You'll find all the classic Spanish pantry necessities along with international gourmet goods, from fresh pasta to Russian caviar. If you don't mind the crowds, the best day to head here is Sunday, when locals head to the tapas stalls after a day strolling the nearby Rastro flea market."