If you want to taste some tapas or a bocadillo for no money, then you need to go to the "Museo del Jamon". There are a few Museo del Jamons in Madrid, but we went the the one close to the Puerta del Sol.
You can choose to have your tapas at the bar or upstairs in the dining room, where you pay a bit more. We had our tapas at the bar because this is a bit more real. You stand between the Madrilenos.
The place is nicely decorated, and the ceiling hangs full of hams. When you order, the waiter shouts this to the kitchen, and a few minutes later, you get your plate. We tried the "raciones jamon" and my girlfriend "Plato 7: Jamon con Melon". It was delicious, and we paid for the food and two drinks not more than 10 euros. The food is really good and cheap.
For the people who are interested in the history of tapas: the origin of the tapa appears to lie in the old habit of serving drinks with a lid (tapa) on the glass to keep out the bugs.