Rudolfo, you going from Plaza de España towards Plaza Dos de Mayo you have a GREAT (and unknown to tourists) area for nightlife. It's very So-Ho-like with tons of bars and terrazas.
The part of the area from Plaza de España to just a few blocks over the Gran Vía is a little China Town with several Chinese, Indian, and Middle-Eastern shops and restaurants. Lots of flavor there.
Staying in an apartment, as you've found before, sure gives you an at-home feeling. I've not done it in Madrid but in other places I have an it's nice coming "home" at the end of the day and hearing those "at home" sounds from the building and neighborhood and not worrying about that 11am knock on the door by someone wanting to clean the room.
Enjoy! And please do review the apartment/service/neighborhood upon your return. Thanks and good luck.
Saludos, MadridMan
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