Doing a cooking course is a great way to begin my Madrid food experience. Tucked behind Madrid's main drag, the Gran Villa, in Calle de la Ballista, is the Kitchen Club Madrid.
Don't be fazed by the 50-something sex workers who linger along the street. The Kitchen Club is one of the city's most highly regarded cooking schools, where respected chefs teach courses from Peruvian cuisine to cooking with truffles, from beginners to advanced students.
Jose Hernandez Zurita from Maracena in Grenada takes our three-hour master class, teaching 12 of us from scratch how to prepare his Italian, Spanish and French-influenced dishes while we try the included wine and beer.
The lunch menu includes Sopa Minestrone a la Piamontesa (Piedmont minestrone soup), Patatas con Bacalao (potatoes with cod), Lentejas Estofadas con Confit de Pato (lentil stew with duck confit) and Zurita's triumphant version of bouillabaisse with his secret ingredients of cumin, cloves and star anise.
Everyone is hands on, slicing, dicing and filleting for the mis en place - following Zurita's exacting instructions and noting his many tips including the three-cut way to neatly dice an onion, how to rough-cut potatoes so they absorb more flavour - and more.
"Size matters," he smiles, slicing perfect, bite-sized pieces of white monkfish and pink scorpion fish to plop into his bouillabaisse before we all sit down to enjoy the fruits of our joint labour.
● kitchenclub.es, Calle de la Ballista, 8, 828004, ph +34 913 569 361. Prices start from €70 ($NZ 109) for a three-hour course.
A few kilometres away in the Barrio de las Letras, or Muses' neighbourhood, in the building where Cervantes is said to have written Don Quixote, is one of Madrid's oldest taverns.
Casa Alberto on Calle de Las Huetas has come a long way since it started in 1827, serving wine and hard-boiled eggs.
Don't be fooled by the cheesy chef's statue outside. This is not another tourist trap in the Plaza del Angel area known for its many cocktail bars and nightclubs.
Locals love Casa Alberto's traditional tapas such as Madrileno tripe, snails, oxtail stew and homemade albondigas (Spanish meatballs). It also serves leaner cuisine such as pepper-stuffed squid in ink and Iberian pork with caramelised onion and vermouth.
There's also vermouth on tap, which is how the locals love to drink this aromatic wine-based drink that is topped up with spirits.
● casaalberto.es, Calle de Las Huertas, 18, 28012, ph +34 914 29 93 56
Traditionally tapas come free with your drinks and some bars still don't charge but it pays to ask locals which ones are worth seeking out.
A favourite Friday night bar of fine arts graduate and guide Silvia Romero, who took me on a brilliant art walking tour of the city, is Entre Caceres y Badajoz.
Get off the Metro at Manuel Becerra and you'll pop up close to this cheap, cheerful Andalusian tavern in Salamanca, one of the city's swankiest districts.
Be there early or be prepared to queue for a table, or standing room only, to enjoy generous free tapas like tuna salad or chicken wings with your drink. You can also order a huge place of food from the raciones (a la carte menu).
● Entre Cacare y Badajoz, Calle de Don Ramon de la Cruz, 109, 28006, ph + 34 914 01 28 32
On the other side of town but still central, in the Chamberi district, Restaurant Casa de Valencia is known for serving some of Madrid's best paella and other rice dishes.
Although it boasts "luxurious" facilities, the decor, including plastic flowers, looks like it hasn't changed much since the King and Queen of Spain inaugurated the restaurant 40 years ago. But don't be put off.
I was tempted by their Valencian paella which included rabbit, as well as snails, an original ingredient.
Instead I ordered a black rice seafood paella, flavoured with squid ink. It was perfect and left no room for their famed partridge salad and anchovies. Their vino de casa is good value too.
● lacasavalencia.es/en, Paseo del Pintor Rosales, 58, 28008, ph +34 915 4417 47
Finding good wine bars in Madrid is no problem but buying a decent bottle to take home can be a challenge. Posada del Leon de Oro is a slick, well-stocked wine bar in the central La Latina quarter, one of Madrid's oldest, liveliest barrios, that attracts 20, 30 and 40-something locals. You can enjoy a glass of wine at the bar, and buy a good, reasonably priced takeaway bottle that you won't find in the supermarket. The bar is 100m from the beautifully restored Mercado de Dan Miguel food market, which has 33 stalls.
● posadadelleondeoro.com, Calle Cava Baja, 12, 28005, ph +34 911 19 14 94
FACT BOX
Getting there: Emirates offers a daily A380 service between Auckland and Madrid via Dubai, with Economy Class return fares from $1940.
Insight Vacations offers many itineraries taking in Madrid, including the 15-day Best of Spain and Portugal, from $4575 per person.