If you’re among the fortunate, you’ll score standing room at the bar or one of the seats on the elevated platform in the back. If so, you’re in for about as Andalucían a drinking experience as you can find in Madrid. La Venencia serves fino, oloroso, and amontillado sherries straight from the cask—or famous marques from the bottle. (Cask sherry is common in Andalucía, but rare in Madrid.) Drinking is primary here, and eating secondary. We like to nibble some pickled sardines or roasted peppers while savoring the taste of Spain’s most famous wines.