Barcelona
Links to Trip Reports: @Yehuda, Yehoshua, CGR
Kosher Restaurants: http://www.restaurantmaccabi.com/en/
Activities: Jewish Tours in Barcelona, http://www.urbancultours.com
http://www.barcelonadreaming.com/package/barcelona-jewish-tour/
Hotels:
Shabbos Tips: Stay at Hotel Condado it is about a 3 minute walk from the shul (local community), bear in mind there is no eruv, so you will need to either leave the room open or make some arrangement with the hotel, they do not offer keys (or have that option at all)
Public Transport options:
Guidebooks:
Other Tips: Jewish Community of Barcelona (Orthodox): http://www.cibonline.org; Go to the local shul and meet Rabbi Daniel Ashkenazi he is wonderful and quite helpful.

Madrid
Links to Trip Reports: @Yehuda, @Yehuda pics, Yehoshua, @zalc (Mini)., CGR
Kosher Restaurants: http://www.restaurantelaescudilla.com  https://www.pinatimadrid.com/  https://www.pizzeriarimmon.com/(teuda)
Activities: Toledo - a day trip from Madrid to see 2 old Shuls. Can hire a tour guide, Rabbi Hanoka (info@jewishtoledotour.com), which is not cheap, or can take a train on your own. 1 of the Shuls (El Transito) is closed on Mondays. @Yehuda went on a day when that Shul was closed, and the other Shul was really just an empty room and seemed like a Christian organization now runs the center. Without a tour guide, it was hard to get anything Jewish out of our trip (other than an antique store that had some Judaica). But, people who have taken the tour (discussed in the thread) have said it was great! Recommended to go with a tour or not go at all (and ensure to go on a day when both are open!). Report in the thread that the sometimes-closed Shul has audio headsets for use, so that would help. If going alone, you can research the Jewish places at the link HERE
Hotels:
Shabbos Tips: Chabad Site
Public Transport options: Uber works well, as does the subway if you speak Spanish.
Guidebooks:
Other Tips: Jewish Community of Madrid (Orthodox), http://www.cjmadrid.org

Malaga
Links to Trip Reports:
CGR
Kosher Restaurants:
Activities:
Hotels:
Shabbos Tips:
Public Transport options:
Guidebooks:
Other Tips: Comunidad Israelita de Malaga (Orthodox), http://www.cimalaga.es

Seville
Links to Trip Reports: @Yehuda, Yehoshua, CGR
Kosher Restaurants:
Activities: Jewish Tours in Sevilla/Cordoba, http://www.jewishsevilla.com
Hotels:
Shabbos Tips:
Public Transport options:
Guidebooks:
Other Tips: Comunidad Judia de Sevilla, synagoguesevilla@gmail.com

Gibraltar
Links to Trip Reports: Yehoshua
Kosher Restaurants: Amar's Bakery and Coffee shop, http://www.amarsbakery.com/
Activities:
Hotels:
Shabbos Tips:
Public Transport options:
Guidebooks:
Other Tips: Jewish Community of Gibraltar, http://www.jewishgibraltar.com

Mallorca
Links to Trip Reports:
CGR
Kosher Restaurants: Their is not - one restaurant serve felafel it's own by an israeli but no hechsher
Activities:
Hotels:
Shabbos Tips: The Shul its open on Friday night
Public Transport options:
Guidebooks:
Other Tips:
 
4500 IB Avios from anywhere to anywhere in the country
Best way to get around anywhere in this country is by scooter. It is safer driving them there since they outnumber cars by great proportions.