I've had La Bodega and its alright, but I found it a bit dry. Unlike most places around Vancouver, like Locus on Main and Havana on Commercial, La Bodega at least makes the Paella properly in a pan with crusting rice on the bottom.
The best paella I've had was at Taberna del Alabardero in downtown Seattle. Its made in true fashion and takes quite a while to come out after ordering (30 minutes or longer). What comes out is a real treat though.