I don’t know if this has been mentioned, but what about a flamenco show? We went to one in Seville and it was wonderful! It wasn’t the cheapest thing we did, but it was worth every penny. We also liked the fact that it wasn’t a super touristy show. The food was excellent and the show was amazing!
The only problem is that for the life of me, I can’t remember the name of the place. We asked the hotel concierge for a recommendation and I remember they booked us a reservation there. I think we took a cab from the hotel to the place and I remember you had to go downstairs into the room where they had the show…I’ll ask my H if remembers the name of the place.