Check out the Violetas candy store a couple of blocks east of the Puerta del Sol along San Jeronimo (on the south side -- right a c. Principe if I remeber correctly). They have these violet candies "tipicos madrilenos." Not expensive, and you can get them in ceramic boxes, coffee mugs, etc. Great gifts for mothers, aunts, grandmothers, sisters, girlfriends, wives (if you have more than one), etc. And, best of all, the candies taste great. It's one of my standbys for those "have to get" gifts. In fact, if I don't bring any back from my upcoming trip in October, my office assistant will do great damage to me.
Matt from Toronto