Chocolatería San Ginés

A 24-hour churros-and-chocolate institution since 1894, tucked down a passage off Calle del Arenal, serving thick, dippable hot chocolate and fried-to-order churros, traditionally eaten after a night out rather than as breakfast.

It genuinely never closes, which means it's as normal to see it packed at 4am with clubbers as at 9am with tourists, so pick whichever crowd sounds more appealing. There's almost always a short queue, but turnover is fast since it's built for quick service. Order chocolate con churros (or the thicker porras) and resist the urge to use a spoon; dunking with your fingers is the entire tradition.