First up, some confessions. In my 10 years of living, partying, drinking and eating in Madrid, I have (a) had more Saturday nights out that lasted until Monday than I am capable of remembering; (b) been to more divey after-hours clubs run by East European mafiosi than I would ever admit in polite company; and (c) have travelled to more far-flung industrial parks on the outskirts of the city for all-day Sunday rave-ups than I have made trips to Ikea. But, and here is the biggest confession, ever since I hit 30 my thirst for the all-night revelry that Madrid does so well has waned somewhat. So the challenge was set: could a night out with the right party people re-awaken the Madrileño spirit that held me in its grip in my 20s?
I chose my chums carefully: Laura, a veteran night owl and friend from my days as a flyer boy at one of the city's maddest nightspots, and Javier, a stalwart on the gay scene. Their mission: to lure me out of the house and reaquaint me with night-time naughtiness.
An almost fanatical commitment to eating, drinking and late-night shenanigans is writ large in the DNA of every Madrileño, and that is certainly the case with this pair. Laura and Javier's first stop of the evening is all about stocking up on energy for the night ahead. So we head to the Mercado de San Miguel ( mercadodesanmiguel.es ) on Plaza San Miguel, a recently converted temple for foodies and sybarites, and opt for 200 grammes of bellota ham – a glistening, deep-red cured meat that comes, it seems, from heaven itself (with a suitably exorbitant price to match). Then, a quick stop at the oyster bar and a couple of cavas later, we're off again.
The night air is comfortably warm after the scorching daytime sun, so the best rooftop bars are our next objectives. After passing the scrutiny of some scary doormen, we are soon whizzing up in the express lift of the Hotel Melia ME ( memadrid.com ) on Plaza Santa Ana. The hotel was once known as the bullfighters' choice but is now one of the hottest places to stay in town.
The Penthouse bar ( gerberbars.com ) atop the Melia ME is one of the swankiest joints in the city, its terrace affording a view of Plaza Santa Ana below and the garish neon of Madrid's main boulevard, the Gran Vía. Upon arrival, Laura and Javier are immediately in people-spotting mode, pointing out the famosillos, rock stars and TV folk, before cosying up with the bar's PR guy so that we can bag one of the cushion-covered beds dotted around the venue.
After some scarily strong long drinks (picture the whisky half-filling the glass before the Coke is even near it), it's time to head off, on Javier's insistence, to Chueca, widely regarded as one of Europe's finest gay quarters and the last resting place for millions upon millions of brain cells.
At the Room Mate Óscar hotel ( room-matehotels.com ) on Plaza de Vázquez de Mella, another superb terrace awaits. As at our previous stop, the lodgings are top-notch too, forming part of the luxury Room Mate chain, which, having conquered Spain, has now set its sights on New York, Miami and Buenos Aires.
We are surrounded by like-minded party people, and that combined with the J&B and Cokes is setting my head spinning. Laydown ( laydown.es ) at Plaza de los Mostenses is our next destination, a tucked-away, clinically cool restaurant and nightspot that has dispensed with tables and chairs altogether and opted for beds wrapped in crisp white sheets.
We're just in time for the live entertainment, and hang around for the DJ set too. I watch in wonder as my companions schmooze with all and sundry, apparently on intimate terms with practically every tattooed and pierced punter there.
By 3am it's time to start thinking about a club – turn up at a Madrid nightspot any earlier and you will be wondering where the heck everyone is. Mondo ( web-mondo.com ) on Calle de Arlabá*is our destination, a place where promoters Agatha and Gerardo have been importing the finest Berlin electro, techno and funk for more than a decade. It also happens to be my former place of work, so queues are promptly skipped and cover charges conveniently forgotten.
At dawn we stagger, bleary-eyed, out into the cool morning air and head to the nearest bar for a few frothy morning beers, which we sip alongside the respectable folk enjoying coffee and churros.
We manage to make it through the morning without flagging, so I take charge and shepherd my clubbing companions to Toma (00 34 915 474 996) on Calle del Conde Duque 14 – because only the US chef and owner Mack's eggs Benedict and Bloody Mary can save me now. Suitably replenished, we head to the La Latina neighbourhood – the only place to spend a sunny Sunday in Madrid.
One look at the one-in, one-out queue for Delic (00 34 913 645 450) on Costanilla de San Andrés, whose mojitos are famed throughout the city, and we decide a more chilled vibe is needed. The darkened environs of Café Anglona (00 34 913 650 587) on Calle Príncipe de Anglona 3 suit us better, and give me a chance to take stock of the night and morning we have just survived. My first all-nighter for years is complete and feels guiltily good. I wonder what Javier and Laura are doing next weekend?
A Hedonist's Guide To... (Hg2) is a luxury city guide series for the more decadent traveller. For more information, see www.hg2.com