A quick tip for anyone visiting Madrid over Christmas, and wanting to purchase the typical sweets eaten at this time of year. Casa Mira, which is in Carrera de San Jerónimo nº 34, is famous for quality, and very near Sol; be prepared to queue! Another place I recommend is the Antigua Pasteleria del Pozo, in Calle del Pozo, 8. It's a tiny little street, again very near to Sol. They do delicious marzapan, suizos, epanadas, pastelitos...well worth a visit.