The big shopping street in Madrid is called Gran Via, here are the biggest and best store's in Madrid the biggest Primark I've ever seen is located in this street! This street offers a lot of big buildings all around you with roof terraces and clothing stores located in those buildings.
Gran via is the most busy and central place, you can walk to Sol and callao in 5 Minutes and Plaza Mayor in 10 Minutes. The city center offers everything you can imagine the only thing what is missing in Madrid is the Sea.
Below 2 Photos the beginning and the end of calle Gran via
I Leave the middle part of the street for your own experience.