Hotel Hermes
I have to strongly recommend Hotel Hermes. It is less than half a block from the train station. The owner LOVES this city and will give you a great walking tour and the best dinner spot(s) of your life.
Really, this place may only have 3 stars, but after six months, I still think of it fondly. You'll get the local flavor and you won't regret it. PM me if you want more information.