Check out the tapa bars here in Madrid.
But do remember one very important fact though: The Spanish meal times are legendary! The Spaniards have their lunch from 2PM to 4PM and their dinner? After 9PM! If you pop in to a tapa bar any earlier, you'd probably be the only lonesome soul in there..... unless you meet other like-minded tourists. :-))
Another place I'd like to recommend is the 'VIPS' Spanish fast food chain. They sell all kinds of food here - from sandwiches to sphagetti etc. The VIPS eaterie that I frequent the most is the branch located just down the street from the Miguel Angel Hotel/ InterContinental Hotel. The prices at this joint are VERY reasonable too! The service here however is kinda slow; so, if you are in a rush (like I was one afternoon), I had to forego my lunch after waiting for almost 45 minutes for my food to appear. It didn't. So..... :-(((
Fast food with a Spanish touch. Try some ham and chicken croquetas for starters, then have some pasta or maybe something from their grill.
Everytime we are running out of time we just drop at this restos. Take away foods are fine too and other items are also available in the VIPS shops. They have many branches around the city.