If you enjoyed the Palacio Real, you’ll love dining upstairs at this favorite of Isabel II. Madrid’s elite has been coming here since Lhardy opened in 1839, bringing haute cuisine to Spain for the first time. Once past its slightly shabby exterior close to Puerta de Sol, the restaurant is a rich mix of dark wood and red velvet. The food is old-fashioned and rather heavy—this is a good place to try cocido, Madrid’s famous stew. Service is, of course, impeccable. Most people passing have no idea that the formal restaurant exists. That’s because Lhardy is also the shopfront to a genteel deli on the first floor. It was the first establishment in Madrid to serve single women, and in 1885 introduced self-service consommé so they could have a cup of hot broth while buying provisions. That service still exists, and you can help yourself to a cup of broth from antique urns at the back of the store, and ask for an upmarket snack, which you eat standing up.