If you walk down Atocha toward the Paseo del Prado and turn left on Calle Fucar, and keep walking you will intersect with Calle Huertas. If you turn left on Huertas, or keep walking straight down the street which has changed to Calle Jesus from Fucar, there are zillions of places. At the intersection of Calle Jesus and Calle Lope de Vega is La Taberna Dolores. A beautiful place, but I don't really care for their tapas that much. When I have time tomorrow, I will look up a couple of places near Plaza Santa Ana that are great, and there are a number of places at Plaza Santa Ana. Just wander around, go into a place, see what they have, order a caña, which is a small glass of beer, or if you are really thirsty, a jarra...which is bigger. Oh, a place on Huertas...near the intersection with Calle Jesus that I like very much is named La Colonial. It is a Cuban place, so we just called it "The Cuban". They have intersting tapas, and the caipirinhas and mojitos are the best in Madrid. I prefer the former myself. They also sell Cuban cigars at incredibly low prices. Try a Cohiba Espendido...
If you have more questions, ask away. It helps me to relive my experiences of Madrid.
I am sorry, I forgot about your lust for blood and gore.
The Plaza de Toros de las Ventas has a website .. www.las-ventas.com/index.htm
. But it seems to be in Spanish only. If you are a speaker of Spanish check it out. If not, perhaps others can give you advice, but I can assure you that if you wait until you arrive in Madrid, you will still be able to see a bullfight. Watching them on TV was enough for me.
I know this is a shocker, but the bull always loses.