My favorite to buy are the excellent candies, pastries, cookies, etc.

There is an excellent postre-shop on San Jeronimo between the Thyssen-Bournemisa museum and Sol.

The shop wraps everything in pretty packages, paper boxes, brown wax paper... hard to find this kind of A-class treatment in the USA.

The sweets were perfect gifts. Special Spanish recipes... Something one could rarely find in the USA.

I'm hungry just thinking of it!