I’ll go around Malasaña/ San Bernardo defo. It’s my favourite area for bars/restaurant/clubs to have a great day/night out.

Thing to eat and enjoy the mini beers well known among Spanish as cañas:
- In Calle Espiritu Santo you can find “Almudayna”, nice cañas (unfortunately they don’t have Mahou, which is the Madrileñan beer) but they will give you free tapas for each beer nice “raciones” (like big tapas, I’d recommend Sepia and Pimientos del Padrón but ALL are amazing. With half “ración” you’ll have enough and even cheaper!
- A nice coffe spot is “Pepe Botella” in Plaza del Dos de Mayo, around there as Mani has said you can find plenty of places to go (if the weather is good you can even sit outside and enjoy)
- I also love Plaza de las Comendadoras (San Bernardo, 5 minutes walking distance from Plaza del Dos de Mayo). Cafe Moderno and Cafe las Comendadoras.
- Nanai bar and Barco club (Calle Barco. Metro Tribunal, Very close to Gran Vía)
- Areia (Calle Hortaleza. Close to Chueca)
- Café de Paris (Calle Santa Teresa. Metro Alonso Martinez)
- Supersonic club (Calle de Campoamor)

Going out:
- Cafe la Palma (Calle la Palma, nice drinks and live events).
- Siroco (open till late) Calle San Dimás
- Tupperware
- La Vía Lactea (very famous in the 80s, lovely place)
- Nasti (very famous in the 80s, it previous name was Sala Maravillas and sometimes you can find live bands playing)
- Near Cibeles you have the club Mondo (perhaps a bit too much if you just have a weekend, it will take you a bit to recover from a night there)

On Sunday I’d recommend to go to:
La Latina (around Cava Baja and Plaza de la Leña). Nice walk from Gran Vía. You can make a stop in “Mercado de San Miguel” or “El Museo del Jamón” on your way.
Lavapiés where normally on a Sunday afternoon there is free electronic/experimental music in the roof terrace of “La Casa Encendida” a cultural centre. c/ Ronda de Valencia 2). Also, a very particular place running by volunteers called La Tabacalera (art/cultural centre).

and many many more….I think I could keep writing for a day or two.

Mx