Just to add, we asked the concierge for a good paella, he sent us to La Baracca, an OK place, not too expensive (maybe EUR 45 a head) but tourist-geared.
Another night we went for a Wallpaper guide address and went to Club 31... very expense account, good food but EUR 100 a head hurts. It was not our first choice but they others were fully booked, in hindsight maybe the Concierge could have helped here.
Overall the most satisfying meals were in the restaurants and tapas bars in Calle de las Huertas behind the hotel. Great crowd there too.