Paella is native to Valencia, so if you’re traveling to the coast on your trip, there is no need for you to keep reading. If not, then make sure to try the paella at La Barraca, which makes the best version in Madrid. There are 17 types to choose from - including a traditional Valencian paella with chicken and rabbit. If you’re with a group (and therefore have more stomach space), we’d also order the baby squid over risotto.