El Son is a cute place to dance Latin music. I recommend it before 1.00 pm since after that point it gets too packed to dance.
But do not worry you have Palacio de Gaviria.
This real Palace is also very near of Sol (the neighbour of Joy Eslava) and one of it dance saloon is devoted to Latin music.
Regards,
Andres Jarabo
Taste Madrid with:
http://www.walksofspain.com