when staying at Hostal Lopez, if you come out of there, turn left and walk up calle huertas(?) for a couple of hundred yards there is a cafe on the corner of a small square which does lovely croissants and THE best coffee con leche I've ever tasted (I'm usually a black coffee man but this is out of this world!!!)
can't remember the name but could be Italian sounding - Cafe Milano possibly???.
anyway, when in Madrid for 2 nights I tend to keep brekky to a minimum in order to leave more room for the tapas :p :p :p