The La Cueva Restaurant is a wonderful place in a building from the time of Charles III, made by Juan de Villanueva, the Prado Museum and the Prince's House architect, among other places. It's a veritable museum, it's worth a look, even if you don't eat anything there. It's also close to the monastery. They specialize in Spanish food with high quality ingredients, highlighting the roasts (using a charcoal oven), red meat, fish, and typical local groceries. They have very competitive prices in this restaurant, (especially compared to others like it in the area). They have a very cool website 'http://www.mesonlacueva.com'