Hope you enjoy!  At a minimum do Casa Lucas and Mercado de San Miguel...my absolute favorites!  Just got back from Madrid...still have to write up my new favs...but can recommend Mercado de San Anton for another cool market experience, Laredo and Arzabal fro more upscale tapas, and now Corte Ingles has opened a gourmet space on the top floor of Callao Corte Ingles, which is much more conveniently located by Sol.  Have fun!