We were in Spain over Christmas and our medium class hotels in Madrid and Seville were well heated (we had our own controls). Even on the day Madrid had 3 inches of snow we were fine and it was no different than being in U.S. It may be that smaller places and more out-of-the places are different with respect to heat. I remember being in London and Paris in the 1970's in Dec. Luckily I took along long underwear--I would have frozen at night w/o it! But its likely better there now too.