Hi,
If you won't have a car, you can also try Alcampo at Pio XII, right next to the metro. Also, Alcampo in Moratalaz (I'm not sure of the metro stop) and in Vallecas (Buenos Aires metro stop).
Also, a large Hipercor with Tiendas El Corte Inglés and the Hipercor hypermarket is located next to/near the Mendez Alvaro metro stop.
Happy shopping!