Smoked paprika
Paprika made from peppers dried over oak smoke, called pimentón in Spain; deep red and smoky, and sold as sweet, bittersweet or hot.
Smoked paprika is stocked in the spice aisle of many supermarkets, while the Spanish kind from La Vera in its three heat levels is easier to find in delis, Spanish shops or by mail order. It scorches quickly in hot fat and turns bitter, so it usually goes in once the heat has been lowered a little.
Substitute:
Plain sweet paprika gives the colour and sweetness but none of the smoke, and in dishes like chorizo stews or pulpo a la gallega the smoke is the point. A pinch of chipotle brings back some smokiness, though with more heat.