On a budget, Mercado de Antón Martín still earns its price.
Free entry; €10–20 to eat
The authentic counterpoint to San Miguel: real fishmongers and greengrocers alongside excellent cheap Japanese, Peruvian and tapas counters where locals actually eat. The catch is it's scruffier and less photogenic, some stalls keep limited hours, and it's a working market, not a polished food court.