Oh, what a show! Give it up for Gran Via.
Go and say “hola” to Don Quijote in the emblematic Plaza España. Follow the flashing lights up Gran Via and buy tickets for a movie or musical later. Head down towards Puerta del Sol for mainstream shops. Or along to Calle Fuencarral for alternative ones. North of Gran Via are Malasaña and Chueca, Madrid’s prime party areas.