meencantaespana,
Have you looked into Marquette University? I'm just finishing up my senior year here and they have two VERY good study abroad programs in Madrid (one at Complutense and one at ICADE), in addition to ones in San Sebastian, Cordoba, and I believe Sevilla.
As for going abroad immediately, I think you'll find that a lot of universities will probably require you to fulfill a certin amount of foreign language credits before you go abroad. That said, I have friends who studied in Madrid their Sophomore year here at Marquette. AND, every single $ of my financial aid here transferred (I studied at ICADE). Plus, if you wanted to go to Spain for a full year, you can do it in to different places (ie. First semester in Madrid and second semester in San Sebastian--as my friends did).
If you have other questions about the study abroad program at Marquette, let me know and I can try to help you out. It was an amazing experience for me and something I think every student should do!!
Here are some links for you to check out!
Marquette at Complutense Marquette at ICADE