La Mallorquina and Casa Mira are two leyendary sites in Madrid, both good, just depends on your personal tastes.
one off the book trail if you are interested in sweet with a medieval look, and very Madrid as well try
La Dulceria De Trafalgar
Calle de Trafalgar, 20, it is near metro Bilbao,Quevedo or Iglesias in the center. And for a taste more Frenchie in Madrid try Le Pain Quotidien, Calle Gran Vía, 46 is the most central but have two other locations, I use them in Paris and Geneva, nice places. I need to try them in Madrid?...
Cheers