I was in Madrid and Barcelona 2 weeks ago. We drove there because we're Portuguese and it would be cheaper and easier for us.
In Madrid we had no problem. We even found a parking space in front of the hostal and it was there for two nights, surviving unscathed except for some dust...
In Barcelona was a different story. The public parkings are very expensive, so we thought we could leave it on the street. We removed everything from the car that indicated that we were tourists (except the license plates!) and parked on Carrer del Bruc, at 7.40 PM. We even put money in the machine and put the ticket in the car. When we got there at around 11 PM someone had broken the glass on the back door and gone through the glove compartment, where there were only music tapes. Nothing was taken (I guess they didn't like the same music we do!
), and I think they must have been scared away by someone, because they didn't even open the trunk (they wouldn't be much luckier there either).
Luckily there was a couple passing by, who helped us calling the police. The police didn't want to come at first because they were too busy, but the lady insisted with them and eventually they came. First came two plain-clothes policemen, who stayed there with us until the patrol car came. Then we followed the patrol car back to the police station, where we filed the complaint (for insurance only, they told us they couldn't do anything else about it). They even told us where we could replace the glass that was broken! Then we parked in a car park right next to the police station (it woukd take a lot of cheek to rob a car there!!). If anyone wants to know, it was in Via Augusta, on the second block from Avinguda Diagonal, and it wasn't the most expensive we saw (2.750 ptas for 24 hours). We left the car there for the rest of our stay.
Oh, and I almost forgot: we got lost coming back from the police station to the hostal, by this time it was around 2 am, and I was very afraid after all that!
Okay, so no one was harmed, nothing was taken, I'll even get the money from the window back from the insurance company. Still, it was not a pleasant experience. My heart sunk when I saw the broken window, I was afraid they were still there, there was that feeling of invasion of privacy. On top of everything else, we lost a whole morning just trying to replace the glass, which is a lot when you only have a few days.
Moral of the story is: if you drive in Barcelona, ALWAYS USE THE CAR PARKS! It may be expensive, but it's better than going through all this!