To throw yourself right into Madrid’s culinary avant-garde, make a reservation at one of the three locations of Javier Bonet’s Sala de Despiece. His concept is expressed through the stark white, fluorescent-lit rooms, the waiters’ ankle-length white rubber aprons, and the tableside showmanship that comes together to make a meal. Bonet is guided by a relevant North Star: a restaurant is only as good as its raw materials, from the beef to the eel broiled at the table with a mini torch.

Formaje is a gem of a cheese shop run by Clara Diez with her husband, Adrián. Diez is your local queso doyenne and liaison between the consumer and best cheesemakers in Europe. There is something for everyone on the table, from the most humble, fresh Queixo do País (a traditional recipe coming from Galicia in the north of Spain that doesn’t cost more than $14 a kilogram) to the $60 per kg Queso de Gamonéu, one of the most unique Spanish cheeses, aged in subterranean caves up in the mountains.

Drank too much wine the night before? Sleep in and hit Madrid’s version of a greasy spoon, El Cisne Azul: an old-school diner with a menu that pivots around wild mushrooms. This is a true locals’ lunch spot, so throw back a cerveza and enjoy an ingredient-driven meal without pretension. Just a few doors down, the owner’s son opened an updated offshoot of the original Cisne Azul, but be sure to hit the original location closer to Calle Luis de Góngora for its original charm.

For classic fare that tells a story, Casa Salvador is a local favorite and former bullfighters’ tavern that hasn’t changed a bit since its founding in 1941. The restaurant takes the theme to the nth degree, with salon-style portraits of bullfighters and painted bullfighting scenes covering the walls. As someone who spends a lot of time food styling, the no-frills plating of old-school Spanish food comes as a respite — cod fish croquetas, flan, and the most straightforward sauté of green beans.

On day 5 of my trip, I bowed down to a bowl of creamy overnight oats from Hermanas Arce for breakfast. Here, you can enjoy surprising combinations like white peach with sumac, feta, and mint; beets with chewy farro; and a watermelon and tomato gazpacho that I’d like to carry around in a flask. Sisters Elena and Ana Martínez Arce blend their Madrid heritage with international trends, and Elena can be found behind the bar, smiling as plates some of the best chocolate chip cookies I’ve ever had.

I recommend lunch at Lhardy, a restaurant and tea parlor founded in 1839. The parlor floor offers tea service with traditional French pastries. Champagne sits expectant, chilling in baroque silver ice buckets, and pastries rest in a steam-heated vitrine fit for a queen. While this is a fantasy setting for an afternoon snack, the real excitement is reserved for those in the know. Through somberly lit hallways, you’ll find a series of private dining rooms ideal for a party of six to eight.

Open from 9 a.m. to 2 a.m., Bodega de la Ardosa is the tapas bar of my dreams. I discovered this spot in 2017, and five years later I found it unchanged: dusty bottles of vintage booze up to the ceiling, standing-room only, the brusque bartenders in crisp white button-downs and bow ties. It’s snack time all the time, with a menu posted on various chalkboards on the wall behind the bar. As with all tapas bars of this ilk, a point of pride is the housemade vermouth, served in a mini juice glass.

If you, too, consider food the only gift worth giving, take an early morning to visit Mercado de la Paz in the posh Salamanca neighborhood. Here you can find every type of tinned fish at the Portuguese vendor Maninha Sardinha, each design more festive than the last.

For the newer end of the spectrum, there’s the recently opened Los 33 from the Uruguayan restaurateur Nacho Ventosa and his wife, Sara Aznar. The food is simple: meat and sandwiches cooked over an open fire. The design is rough-hewn minimalist chic with vintage leather Darro lounge chairs by Paco Muñoz and a hand-carved tropical wood communal sink in the bathroom that I took more photos of than any of the food on this trip. Late at night, Ventosa spins records and the dancing takes over.

Walk up Calle de Jesus to Cervezas la Fábrica, open from 12 a.m. to 12 p.m. They serve every kind of pickled thing under the sun, and an arresting array of seafood bites, from mussels escabeche to boquerones with potato chips and a remarkable seafood salad.