This may be a bit too upscale but it's very close to the U.S. Embassy (in Barrio de Salamanca):
Restaurante la Giralda; c/Maldonado, 4 - tlf. 91 577 77 62 - closed Sundays (in case your wedding is on a Sunday). Figure on 35 - 40 Euro p/p.
It's one of a 'chain' of about 3-restaurants in Madrid that feature Andalucian cuisine and are very tastefully decorated with Andalucian themes. If that's your thing!