Tokyo-Ya Madrid
Avda. Presidente Carmona, 9
TEL:(91) 579 23 11

Horario : Lunes ~ Sabado 10:00 ~ 14:00, 16:00 ~ 20:00

If you live in the center, you might also check out the tiny little store in the arcade across from Casa at Plaza de Santo Domingo. He carries quite a few japanese products, as well, though not nearly as many as Tokyo-ya (though if you ask him to get you something on a regular basis, he will do so).