Spain's most popular dessert is churros with a side of hot chocolate. Walk through the main streets and you'll be able to find it offered at almost every dessertery. It is, however, more of a day treat, so when we were looking for the cure to our dessert fix after dinner (which was around 11 pm because Spaniards eat late,) no one was serving it anymore. We made just fine with waffles and cream, though. We're easy.
We ate churros three times throughout the duration of our stay in Spain, but my favorites were the ones in Madrid from Chocolateria San Gines. The venue was recommended to us by a friend (and TripAdvisor), so we set time out of our day (before Taco Bell and after Starbucks -- I know, the culture just oozes out of us,) to pay a visit. We ordered our own individual churros, but shared the hot chocolate. Hot chocolate in Europe is not like American's winter favorite. It's thick, with the consistency similar to rich fondu; and I've noticed most people use it for dipping, not drinking.
The chocolateria was beautiful - walls lined with b&w photos of past celebrities, deep green, rustic seating, rich, gold accents, vintage-inspired decor, and simple table setting.