One of the new places that stroke me the most in Madrid is without a doubt San Antón Market. Yes, a market. It sounds weird but it is true.
The Boquería Market in Barcelona is definitely responsible for the tendency of transforming the traditional markets. In Madrid, the first one was the fantastic San Miguel Market, and now San Antón.
They do have differences however. One can say San Miguel is more of a "gourmet" place, of buying something and having a snack. San Antón, in the renovated neighborhood of Chueca, is something more "complete", if you like.
It is divided in various floors. On the first one, the visitor will find the usual market: stands with products to buy. But the stands are amazing. From a huge burgers one to the traditional butcher's, baker's or fish shop, they are all beautiful.