Food Ingredients and Cooking/Baking Things to Buy in Madrid

[LT Wong]

I'm spending a couple of days in Madrid next month, and would like to find out if there are any things - ingredients, cooking utensils, paraphernalia - that I should buy while I am there, and where these can be purchased.

I known of jamon, olive oils.

Thanks.

[liuzhou]

I'd be looking out for good quality salted anchovies. A few gallons of good sherry wouldn't go amiss either.