In Madrid, there is a fantastic chain of outlets collectively called the Museo del Jamon. Not a museum, but a place of countless legs of jamon hanging from the walls.
It's a cantina style joint really, with very congenial fellows behind the counter. Here we are enjoying the local beer.
One of the fun things about this place is that you chuck all your crap on the ground when you're done with it. Whether it's the papery inedible stuff that's wrapped around your slices of chorizo, or your used paper napkins. Just chuck it.
Here's a pictorial demonstration of what you do ...
And let's not forget the jamon! Many different varieties to choose from. The house variety is delicious enough already, but if you're ever in Madrid, you need to try the "jabugo". The black footed free range iberico pig that roams the forests and feeds on acorns. Bloody expensive, but when you chew a mouthful and wash it down with a decent crianza, it tastes like candy!