there are also tons of inexpensive places. You can eat very well without having to splurge on one of the 2- or 3-star Michelin spots (if you can afford, great, but not necessary).
Gandarias, La Cuchara de San Telmo, Nestor, Ganbarra, Gerald’s, Atari are a few excellent pintxos spots - get 1, 2 or 3 each at several places for a stellar meal.