I envy you. If it's your first time in Madrid, it's an interesting town. The tapas aren't as good as down south in my opinion (i.e. Andalucía), but you can get some damn good churros – if you like that. (Although now I come to think of it, that's more of a morning thing to sort of have with your coffee…). There's a place on the Plaza Mayor that does the best I've ever had. Excellent hot chocolate, too.
Plaza Mayor, mortgage required.