La Duquesita, desde 1914

Is there anything better than dunking a Duquesita caracole in a café con leche? Yes, doing it while sitting at a bistro table in front of their historic pastry counter. (A caracole, which translates to snail, is a traditional sweet bread pastry shaped like a spiral.) La Duquesita is located in one of my favorite areas, Alonso Martínez; it's so worth the short subway ride to this wonderful neighborhood, no matter where you're staying in Madrid.