Just wanted to mention this while it's on my mind . I know a lot of people have health reasons to avoid products with gluten and Madrid has a smallish but pretty well stocked shop with gluten free products .. It's called " Mana - Sin Gluten " and is in Calle de Lanuza ( underneath my apartment ) . I don't have a problem with gluten products and , by the way , do NOT know the owner ( this is not advertising ) .
I think it's just a great shop tucked away out of the centre for those that need that sort of product

Just to follow up Steve's post....apart from the shop that he mentioned, there are gluten free products widely available at most herbalorios. These products have been certified by FACE (Federación de Asociaciones de Celiacos de España) and have regular evaluations and checks of their production centers to make sure they are meeting all standards of being gluten free. Mercadona and Eroski supermarkets also carry a good range of products that are labeled gluten-free. Some are FACE certified, others have just been identified by their manufacturers as not having any gluten.

Thanks to the great work being done by ACM (Asociación de Celiacos de Madrid) the government is passing stronger laws on food labeling to make it easier to determine whether or not a product contains gluten.

If anyone has any specific question to the availability of food or restaurants, feel free to ask as my son has been diagnosed celiac and we are members of ACM...

Surely the NATURHOUSE natural foods chain stores in Spain have some Gluten-Free products, don't they?