I was in Madrid last fall for a few days but didn't do it on the cheap (my office paid). I can suggest some places to go if you'd like.
Cynthetiq offered a lot of good advice in the thread I posted asking about Madrid. He may have some advice about Spain in general.
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"My hands are on fire. Hands are on fire. Ain't got no more time for all you charlatans and liars."
- Old Man Luedecke
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