You have to go with it simply because it's difficult to find a restaurant or cafe open to fit some travelers eating schedules. Although in Sevilla and Madrid you'll find places open from early morning to after midnight, including VIPS.

In Sevilla, the classic Restaurante Modesto is open every day from 12:30 pm-2:00 am. In Madrid, Mercado de la Paz in Salamanca, opens bright and early for breakfast. It's one of our favorite stops when in the city.

You might want to download Maribel's guides to Madrid and Sevilla to see her recommendations.