La Viña
This centrally located, no-frills bar is almost always crowded, drawing busloads of tour groups as well as locals, who come to try the worth-the-hype "burnt" cheesecake with an oozy core. This silky, creamy dessert pairs perfectly with a cup of coffee, while, on the savory side, the underrated pintxos—red peppers stuffed with bacalao, croquetas, veal meatballs, what have you—sing alongside a glass of Rioja.