You won't regret it
The Taberna de la Dolores, located at 4 Plaza de Jesús, right in front of Congress. You can read a lot of varied opinions about this place online (“the service is correct but a bit cold”) but everyone agrees that this is one of the best places in Madrid to have an expertly-poured caña. Unlike some bars, this one doesn’t give you free tapas, so you have to order them. My recommendation is a plate of anchovies and potato chips. You can have a great, light meal for 25-30 euros but, since there is no official “kitchen”, the selection is mainly cold dishes like Spanish ham or mussels. It’s crowded all day long so your best bet is to squeeze into the bar and start ordering.