When visiting Madrid, get off the beaten path and enjoy a tour of great restaurants for tapas. If you are unfamiliar with the term, "tapas" are like Spanish appetizers served before a larger meal. They can be pretty popular on their own for light eating.
Adventurous Appetites (www.adventurousappetites.com) has a great walking tour that hits a number of non-touristy restaurants where you can get a taste of real Spanish cuisine while enjoying some city night life. Tours are fairly late by North American standards for a meal, usually around 8pm running until midnight. You can book an "all inclusive" tour so you don't have to worry about the bill at each restaurant. Just enjoy the walking, drinking and food.
It can be a nice way to relax a bit after a day of sight-seeing, as long as you don't mind staying up a bit late.

