Stand up, sit at the bar, or pack up a picnic to take to the Parque del Buen Retiro. This is the best place to grab a hearty breakfast of coffee, freshly squeezed orange juice, pastries, croissant or baguette sandwiches stuffed with ham and cheese, scrambled eggs, fresh salmon, etc., etc. There's a delicious dessert section as well, and a deli meats section that beats anything I've seen in NYC. It was the best breakfast I've had in Spain, fresher and more delicious than any hotel breakfast, and a better value for your buck (or euro) as well!
Breakfast for eight ran around 25€. The most expensive thing was the freshly squeezed juices that we indulged in. I'm still craving those sandwiches and pastries!