Every Spanish city has a market that appears in every guidebook. In Madrid it's the Mercado de San Miguel, which is beautiful and expensive and full of tourists eating jamón on small plates. In Barcelona it's La Boqueria, which has been so thoroughly colonised by tourism that most of the stalls now sell things that no local would buy. In Valencia it's the Mercado Central, which is genuinely magnificent but also genuinely crowded.
These markets are fine. They are not where I shop.
The markets I keep going back to are the neighbourhood ones — the mercados municipales that still exist in every Spanish city and that still, mostly, serve the people who live nearby. They are less photogenic. The lighting is fluorescent. The stalls sell things like cleaning products and cheap socks alongside the fish and vegetables. But the food is better, the prices are lower, and the experience of being there is completely different.
In Madrid, the Mercado de Maravillas in the Tetuán neighbourhood is my favourite. It's the largest covered market in Spain by floor area, which sounds like a dubious distinction but in practice means it has an extraordinary range of produce. The fish section alone takes ten minutes to walk through. The prices are what you would pay if you were actually buying food to cook, not what you would pay if you were buying food to photograph.
In Seville, the Mercado de Triana is well known enough that it gets some tourist traffic, but it still functions as a real market. The stalls that have been there for decades — the ones selling ceramics, the ones with the old men who know every regular customer by name — are still there, alongside the newer ones that have adapted to the changed clientele.
The pattern I've noticed is this: the markets that survive are the ones that remained useful to their neighbourhoods. The ones that became tourist attractions stopped being useful and became something else — not bad, exactly, but different. If you want to understand how people actually eat in Spain, find the market that the guidebook doesn't mention.