I kind of left this late, but being as Spain is very catholic what kind of processions etc happen over easter, was by Place Real yesterday and they were setting up a stage etc and I've heard that they do alot around Plazza Major.

thanks

Tim Horton's Man, JUST BY CHANCE, yesterday at 8pm I was at the plaza between La Almudena Cathedral and the Royal Palace where the procession came through to the steps of the Almudena for the ceremony. After that I walked by the Royal Palace to the Plaza de Oriente where they were setting up the stage which you mention above.

(if you're (or anyone) still in Madrid tomorrow/Friday, consider the lunch in Chueca. See this link for details)

Saludos, MadridMan