With regards to Loewe, Mango and Zara the prices are generally the same across Spain if you buy in one of their stores. Where you may get regional variations is if a store is clearing out some stock, or has a new line which is on trial and not available nationally.
Perfumes however will vary and it pays to shop around. The Juteco chain is always very competitive pricewise.
Loewe do have a factory shop in Las Rozas, Madrid. Do be careful in these places however. Depending on the store they often sell seconds or special offers which have been offered for a short time at a higher price elsewhere, then reduced. The effect is a large saving, the reality is that the reduced price is actually what you should be paying and no-one would have paid the full price. If you shop in factory outlets make sure you know what you're buying first and what its normal outlet price is. That said some of them are very good and genuine bargains can be had.
The Las Rozas web site is http://www.lasrozasvillage.com
Hope this helps a bit.