Being a vegetarian in Spain is terrible!! Yeah, you can find some great restaurants in the larger cities -- there are two in the Huertas area of Madrid that are great, not to mention the Tibetan Restaurant next door to Hostal Lopez (While not vegetarian, they serve several vegetarian items) -- and even in some of the smaller cities. There's an excellent one in Segovia just down from the cathedral. Along the southern coast you can find North African style restaurants where you can get couscous or a felafel. My favorite is "Ali Baba's" in Tarifa -- great felafel and super nice owner. But.....in the rest of Spain, particularly in the pueblos, you're out of luck! It's a cheese sandwich, tortilla de patatas, or a bowl of gazpacho(when in season). I've traveled for a month at a time in Spain, and those items can get really old. When there, I usually live out of the grocery stores, or off of bread, olives, cheese, and a bottle of wine(luckily for me, these items are some of my favorite things about Spain and I gladly live off of them).
However, I have found that if you approach the situation very nicely and take the time to explain things to the waiter or restaurant owner, that they are always extremely helpful (always curious and sometimes intrigued). I always start by explaining exactly what "type" of vegetarian I am -- no carne, pollo, pescado -- and conclude by asking if it would be possible for them to make something work for me. It has never failed--though it has resulted in some interesting meals. There's always a regional dish that is vegetarian or can be made to be. I should also mention that this is the same process that I have to go through on occasion in the States.
Alas, being a vegetarian can, on occasion, be a self-inflicted torture. So if you're heading to the more remote regions, be prepared.
This issue was particularly difficult the last time that I traveled to Spain. My wife was four months pregnant and in addition to trying to find her vegeterian items, I had to find a meal every two to three hours. This is impossible to do in a pueblo, where a restaurant will not serve you during off hours. It was so bad, that I may have trouble getting my wife back to Spain because of it.
Oh well,,,she'll come around. I hope so anyway, I've already started working on another trip