This is a walk straight down from the Plaza Major on the right side of the Calle Toledo. The best supermarket I went into in Madrid. You have to go upstairs to the entrance, I think that's to deter shoplifters. There's a great selection of cheap vegetables, then you're straight into the wine section, where you can get coke and tinto premixed! Bluh! And of course tinto and lemonade if you're feeling extra classy. Nice strong cans of Voll Damm very cheap (about 50p). Cheap water. Bread and so on. Downstairs is all the refrigerated and frozen stuff. Whatever you do avoid the lasagnes, the Spanish don't know what a lasagne is, they slather them in bechamel sauce then tell you it's possible to microwave it, it isn't, the stuff leaks. It leaks bad. You can also buy a very good male roll on deodorant here, useful for when customs takes yours away in case it's a bomb (although when staff leave oxygen canisters in luggage holds why do any of us bother being sensible at all eh). Nice frozen fish and so on. Loads and loads of cheap ham, olives etc, so why not stock up for a picnic in Retiro here? BUt make sure noone catches you drinking as it is illegal now (except during el noche en blanco when blind eyes get turned) read more