A note of advice if you're planning to come to Madrid and don't yet have a sim card or international phone. . .
Go to El Corte Ingles - the easiest ones from me to get to are either in Puerta del Sol or at Metro Mendez Alvaro en Estacion del Sur. . .
Buy the 39 Euro phone. . .it comes with a charger and a headset. And if you ever want to use it again on another trip to Spain. . .DON'T lose the charger, and DON'T forget your pin number!!!
I could not find a charger to fit my phone anywhere, so I ended up having to buy a new phone. . .and then I realized that I had forgetten my PIN and PUK numbers. . .and I didn't want to deal with trying to get my card reactivated, so I had to get a BRAND NEW NUMBER. . .kind of annoying. But now I can charge my old phone and I suppose I could technically have two numbers if I wanted to . . .but I really don't want to deal with it.