My family and I will be arriving in Madrid on the 31st from Barcelona via Renfe train. Of all things I am concerned about is dinner NYE night since it seems most places have parties with pre-fixe menus for exhorbitant prices (e.g. 175 euros!). Can anyone suggest a few options? Dinner on the go is fine - it doesn't have to be sit-down. We are staying at Hotel Rommate Alicia a few blocks SE from the Plaza del Sol.
For NY Day we have a Segway tour of the city since most places will be closed.