Largest selection of Spanish cheeses outside of Whole Foods (sigh!). Here you can pick up domestic…read moreand imported cheeses and try them before you make your purchase. My go-to cheese shop.

This place has so much ham and cheese! I've never seen anything like it. We had 25 grams of 5j…read morejamon iberico de bellota, which is the best ham in the world. It's priced at 165 euros per kilo. The 5 euros we spent on a small sample size was well worth it. Great snack before a nice walk in Madrid.

This might sound a bit ridiculous considering that I am both vegetarian and lactose intolerant, but…read moreI love this deli. I used to work at a small gourmet deli in LA where I became cheese obsessed (thank god for those lactaid tablets! that help me digest cow milk) and when we moved back to Madrid and I breezed past the window display on Arenal filled with an interesting large block cheese selection along with charcuterie and other choice Spanish food products, I felt I'd found something familiar, something close to home. And something that would definitely test my willpower. And though it is nothing like home, really, it is large and spectacular nonetheless. There's a wonderful variety of cheese to choose from: cured sheep cheese, feta, swiss, gruyere, mascarpone, comte, ricotta, munster, morbier and much more. The selection of meats and charcuterie is crazy. This is a great place to shop for a party, a special dinner, a gift (basket, maybe?), the holidays and to take back home with you on the plane, that is, if you are lucky enough not to get busted by Customs. Don't sweat the formal and sometimes grumpy service. They are service oriented but they aren't there to make you feel at home. And, it turns out that the deli, though quite traditional, offers coffee made with different types of milk, including a milk that is lactose free!!! This is a huge bonus for me and still unheard of in LA. Score, Spain!