Calle de Alcalá @ Calle de Sevilla
Looking South-West (toward Plaza de Canalejas, barely visible in this picture) from Calle de Alcalá where it forks off Calle de Sevilla. Take the right branch and you'll find yourself in Plaza de la Puerta del Sol within minutes. Take the left one (and keep going for like 7-10 mins) and you'll surely get to Plaza Santa Ana.
