Mercado de San Miguel is the eat-in market concept taken to its highest level and is not to be missed on any visit to Madrid. You can expect insane crowds at peak hours, but that's part of the fun, and it gives you a fun atmosphere in which to wander, edge in for some seating, try some tapas and have a few drinks. When I lived in Madrid, I loved to complain about the crowds like everyone, but I was always there anyway. A few more markets have opened in Madrid with similar concepts and the best of them is the Mercado de San Anton in the Chueca district...it is also worth a visit. But you can't can't beat the location, atmosphere, food, and wine at Madrid's original tapas market, San Miguel.