Hey Chris!  Glad you like it!  Definitely Plaza mayor area for Cava Baja and mercado de San Miguel.  Not sure what part of Calle Atocha...it's a super long street that actually ends up in Plaza Mayor!  Another cool area to check out along it is Plaza Santa Ana...an awesome area for inexpensive but great tapas, though the wines are more basic.  Another great district for tapas bars, cool little restaurants, and a favorite of mine is Chueca...it'sa bit more to the north of Gran...but walking distance from Sol and Plaza Santa Ana.  I hope you have a great time!