mid june to mid july? We are trying to figure out what kind of jacket/coats to bring.

Madrid should be nice and warm, maybe hot in July. San Sebastian will be much cooler (50's to upper 60's farenheit), and definitely rainy at times. I bring a gortex shell-type jacket and a very thin wool sweater and I'm always fine. I can always layer an extra shirt (silk is excellent) in case it's really chilly--which it could be if you venture into the Pyrenees or the Picos de Europa. We were in San Sebastian in late July last year it it was quite cool and drizzly/rainy but beautiful nonetheless. I hear last summer was particularly cool and wet.