It is the one that is opposite what used to be the cafe "California". Next to a Repsol petrol station, right in Goya.
One of the nicest things for me about the church is that it was lovely and cool. the day i got married it was 46 degrees in the shade, and I was in a penguin suit :-S
this is it:
http://www.fotomadrid.com/ver/140 although half of it has been cut off in the picture
I've actually been to a wedding in the one near the Retiro (if we are talking about the same one. it has elements of Jewish in the archicture, doesn't it?). very impressive place.