While waiting for reviews, be sure to utilize the useful SEARCH function link located near the upper righthand corner of each message board pages. Through it, you'll find a number of reviews of Hostal La Macarena, Hostal TIJCAL I & II, Hostal Victoria, and Hostal Cruz Sol.
At what time of year are you going? It should be easy to find out which of these have air conditioning via their websites but probably most all (if not all) have private, in-room bathrooms. That too can be found via their website (except for Hostal La Macarena which doesn't have one).
Good luck and enjoy your visit to Madrid and Spain!
Saludos, MadridMan
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