We have lobster at least once, at Costa Marinara. It's good food, and a great place to eat. I asked my doctor an opinion about several places, and he said he'd go to Costa Marinara rather than any of the others. Costa Marinara is right on the beach, by the way. That's huge shrimp slit open with cheese inside, and bacon wrapped, then grilled.
Every place makes it slightly different.
Mister Ace also has Shrimp Imperial, and chimoro, which is a marinated roasted pork leg. Jerry had that, being more adventurous than me. I'll have it next time. For Paella, La Rioja is a good choice. They serve Spanish and Continental cuisine.