If you ask anyone in Madrid which club to go to, they will answer - KAPITAL.
Kapital is a four-floor dance club with some of the best music I have ever heard. The image that sticks out the most in my mind was the time the club was getting full. It was 3am.
Note to travelers: Spanish clubs get full before 4am. Go around 1:30 or 2am to get in.
Prices for drinks range from 8 to 12€.