This vast, cobbled expanse is surrounded by elegant arcades and tall mansions topped with steep slate roofs. When bright and sunny, it’s packed with terrace cafés, souvenir shops and sun-worshipping tourists; the only time you might see locals here is on a Sunday morning when a stamp and coin market is held here. It was built from 1617 to designs by Felipe II’s favourite architect, Juan de Herrera. This was the ceremonial centre of Madrid, a magnificent backdrop for public spectacles, coronations, executions, markets, bullfights and fiestas. It also has subterranean torture chambers of the Inquisition, which used the square for trials of suspected heretics. Arched passages lead off from here to some of 17th-century Madrid’s most important thoroughfares – Calle Toledo, Calle Mayor and Calle Segovia. Other street names still echo the trades that were once carried out here, such as Calle Cuchilleros (Street of the Knife Sharpeners), which incorporates part of the old city walls.