La Conveniente is a small, reliably crowded pintxos bar in the old town, one of the locals' favourites along Calle Gómez Oreña. The bar top is piled high with pintxos throughout the evening: grilled mushrooms with garlic, boquerones on toast, slices of tortilla, small bites topped with whatever seasonal ingredient is best that week. The pintxos are a euro or two each, the txakoli is served cold and poured from height in the Basque manner, and the atmosphere is tight, noisy, and excellent.
The bar gets very busy between 8pm and 10pm. Arrive early or be prepared to stand with a glass and your plate in the small space near the door. The staff work fast and the turnover is quick — part of the charm is that this is a place designed for an hour of pleasure, not a long evening, and the constant flow of people keeps the energy high throughout the night.