Plaza de Colon was still THE place in the summer of '99. I agree with Leche on the rest, too. (I did some skateboard shopping in the US for an enthusiast in Madrid before going there last year.) Majadahonda (a little closer to el Escorial than Plaza Colon) had a real nice area for skateboarders in the mid 90's. It was well used, and I don't know if they kept it up. But with the incredible amount of work they've put into the beautification of Majadahonda centro the last 2-3 years, it may still be there.