My first shopping recommendation goes for the turrón (spanish nougat). I just love them. It's very sweet (like the arabic baklava). I suggest you have them with unsweeten tea. Spanish people have turrón for Christmas. But we can buy them all year around at Planelles Donat. This shop has been recommended to me by a local. And they are really the best! There are several type of turrón. My favorite is the turrón de yema. It tastes like caramel, yummy!