The Adler Hotel would be a great choice for an anniversary. I think there's only 40 rooms so it's pretty small, plus the bathtubs are big enough for two. ;)

Madrid has several "shop 'til you drop" places. If it is shoes you want, check out side streets near the Gran Via. Here there are several streets known for quality footwear. Designer Diva? Well, hop a cab or city bus to a neighborhood called Salamanca. This upscale area has myriad shops and boutiques aimed at the well-heeled shopper.

i love las salesas. it's where i always go to get my hats.

Shopping at El Rastro in the plaza de Cascorro is always so much fun. You never know what you're going to find out there! I always take visiting friends there.

Reinabruja is definitely a must! I went there the first time earlier this year while visiting and it was so cool. I've heard celebrities are there all the time but I didn't see any.

You'll probably be fine. Just don't look like an obvious tourist so don't take pictures of everything in front of you while there. Like all big cities there are bound to be thieves so keep an eye on your stuff.