Coins and banks (Madrid)

I don't know how many other people do this, but I have a cup back home where I empty the small change from the wallet. Over time a fairly large amount of coins have accumulated and today I decided to cash in and change them to "real" money. Well, off to bank I went (Caja Madrid). To my dismay I found out that not only should I sort out them according to value myself, I would also need to have a bank account because said bank does not hand out cash against coins (so I'd have to deposit the money).

My dilemma now is, how can I change the coins into bills without opening an account and sorting them out myself (don't they have machines to do this, we're in Europe for godssakes)? Do other banks have different policies in this? Experiences and suggestions will be appreciated.

I think it depends on how nice the clerk attending you is. I've changed coins many times with no problems at all. I've done it at La Caixa.

Anyway, you could also try at the Banco de España (near Cibeles).