el viajero, you and I are in the same sinking boat.
heheehe.. I'm 37 and have been trying more these last few years to dress more nicely when in Spain. I asked my ladyfriend in Madrid if it helped and she said, "Yes. You look very nice. But there's no mistaking you for a Spaniard." HA!
So, I guess if you have a mediterraean look or heritage you'll be better off than I will with my northwestern European look. I'm sunk. hehehe..
I do wear jeans almost everyday but I try to find tighter fitting ones than I'd normally wear here in the USA. Of course, I wear the loose ones on the plane for comfort. However, if I'm having dinner with friends I'll wear my nicer, non-chino/khaki Dockers.
I'll usually wear long-sleeve solid-colored, button down shirts but almost never wear polo shirts. Spaniards do seem to wear polo shirts but to a lesser degree than in the USA. Short sleeved shirts are fine too but you'll still see LOTS of nice, long-sleeved button-down shirts in the high heat of summer. WOW.
Shoes: Shoes are tough because the styles are often very different from those in Spain - well, unless you live in NYC, I guess. Simple black leather dress are best for jeans or pants. But you know, I can't imagine destroying my feet by wearing dress shoes for 10 hours while walking ALL the streets of Madrid sight-seeing so I wear my tennis shoes. I've purposely now buy Addidas tennis/jogger shoes because they're better known in Spain and more
European than Nikes or Reebok. Also, you can skip the Ohio State University or NY Yankees ball cam on backwards. hehehe.. Sure, kids wear ball caps sometimes but rarely will adults.
Probably, the nicer you dress the less you'll be perceived as a non-European.
Madrid seems less formal thank BCN to you? Hmmm.. Maybe. Not sure. Anyone else?
Saludos, MadridMan