Another route would be from Plaza Mayor to Atocha Station and from Atocha to Cibeles Square.
I start again from Gran Via, walk down to Sol and cross the square, one of the streets, Calle de Carretas, I usually climb that one to reach to Atocha Street, because at the corner there’s a famous ‘churrascaría’, the hot fried pastry that you eat with hot chocolate. If you go right you will reach Plaza Mayor again, so this time I turn left and start walking towards the Atocha Railway Station. This street has many hostels, budget but decent rooms for backpackers. One of the streets on the right, Calle Canizares has a famous ‘tablao’, Casa Patas is famous with flamenco shows and most of the famous dancers have performed there (unfortunately closed after the Covid pandemic).
I take one of the streets to the left to reach to Plaza Santa Ana Square, at one side stands the Spanish Theatre, Teatro Español, right across the theatre you see the sculpture of Lorca, one of the most well-known literary characters of the Civil War period, executed by the Franco regime. At one corner of the square there’s another bar where you can see flamenco performance at night, its walls built in Andalusian style with painted ceramics. I go back to the Atocha Street and walk down until I reach main avenue. This huge avenue is called Paseo del Prado and all the museums are located in this area. I turn left and cross the avenue. I walk and pass the Prado Museum until I reach Plaza de Cibeles at the right corner at the end of this avenue. Palacio de Cibeles, this palace has multiple functions, the cultural center is open to public, it has currently Kandinsky exhibition, it is also the main Post Office. It has a wonderful terrace at the top. I cross the avenue and climb to Gran Via.