Saturday is going to be a tough night.It is a money maker for many bars. Maybe you should just find an upscale bar and go there. I think you said that you had a group of thirty. You might try a place called Larios cafe. It is close to the city center and has a nice interior.http://www.larioscafe.com/default.html.
another place is www.moma56.com. I have not been to moma but when I lived in spain a year ago people raved about it. I have been to larios. It is a really nice place.Tell us how things work out.

I quit, 9:00 pm Sunday is simply too much even for Madrid. No clubs are open at that time let alone a Sunday!
Having said this I must also add that if I can be of
any help..... I would like to meet your group, you sound like fun and I think some of my friends and girlfriends would be willing to. I must also say that Sunday is a special day since you have artisty Madrid meeting at the Hapsburg area for tapas and beers at lunch time.

Nevertheless there is sth that might prove fun. Madrid is a Salsa city. Each day of the week a big nightclubs offers a Salsa party that attracts late night dancers ;-) tell me if you are interested in this and I ll find out which nightclub thows the Sunday Salsa party.

Andres

A good place to meet would be Museo de Jamon.
http://www.talkingtree.com/gallery/Spain/Madrid/index17.cfm
This is a tapa bar with a great atmosphere.Downstairs there is a nice bar area with hams hanging from the ceiling.You can meet there and order your tapas and enjoy some wine or beer.This is a popular place with young locals.
Upstairs is the dining room for the restaurant section if you need to reserve tables.The food is very good there.
This is not private and you can't dance there but with a large group that would be a lot of fun.I'm not sure about the hours or if it is open on Sundays.
Maybe Madridman would know.It's a very central location near Plaza Puerta del Sol.Can't get more central than that.