Quite literally a "dive" bar, plunge down a narrow staircase to find La Coquette, a tiny blues club centrally located just outside La Plaza del Sol. Masked by its subtle entrance, La Coquette is actually a haven for locals despite its touristy location. Don't come here if you're sensitive to cigarette smoke, but do come here if you love live music. On Tuesday, Wednesday and Thursday nights, hear old time blues and rock'n'roll intimately performed and sung in a variety of European accents.