1 Best Place to Shop in Retiro, Madrid

Featuring exclusively Spanish cheeses from small producers, Qava doesn't just source and sell killer cheeses that make great gifts—it also ages each wheel to perfection in on-site "caves." Sample them in an eight-table tasting area alongside carefully selected wines. The 11 pm closing time means you can work Qava into a tapas crawl or—if you're feeling European—make it a final dessert stop.