If anyone feels like having a pleasant evening with candlelight and intimate ambiance, try 1917 Blinis & Vodkas. They have a good assortment of smoked fish (salmon, tuna, herring, etc) on top of freshly baked blinis and a choice of 30 different kinds of vodka from Estonia, Russia, Poland, France, Argentina, etc. And the location is perfect: next to the Teatro Real (Madrid's Opera House).
Calle de la Independencia 1, 911 429 800, Opera metro station, bar1917.com
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Ordering tips: the herring and smoked salmon blinis are superb. Don't miss out on dessert: the apple pie is worth coming for alone, the blueberry and walnut brownie weighs in at a close second.
A true cocktail bar in downtown Madrid, worth all the positive reviews in the local press.