Being in Madrid, you should definitely visit a nice bakery with a very pleasant atmosphere and very friendly service. The great selection of bread and pastries always invites you to try something different.
The flavors are wonderful and they last much more tender than any industrial bread. The loaf of León, the bread with blue cheese, the olives, the muffins ... they are all delicious. And the puff pastry chips are the best I've ever had. Absolutely recommended. The carrot cake is fluffy, it is not dry, like freshly made, with a light touch of cinnamon. In all of Madrid, I have not tasted such a perfect carrot cake!
There is only one disadvantage- you can hardly choose what to try and go crazy being surrounded by all these smells and delightful tastes.