Any hotel I've been to in Spain has had sufficient heat, but you may want to check if you'll be staying in smaller, family run hostels.

When I lived in Granada, we had NO CENTRAL HEAT in our building!! Many of the older buildings just don't have it--we'd eat dinner at a table with a thick, velvety, tablecloth over our legs and a heater under the table (called a cenicero) to keep us warm. Some of my friends who did have central heat in their newer buildings only had it turned on at certain hours of the day.

In the south it's cold for such a short part of the year that they deal with it by using the ceniceros and lots of blankets. (The blankets are thick, warm, and WONDERFUL--that's going to be my purchase the next time I head over to Spain. I'd go to bed in flannel pajamas, socks, slippers, my flannel bathrobe, a turtleneck, and then several blankets to cover me up--not a pretty sight!!)

This may be the same case in Madrid (I wasn't sure hotels in which city you were referring.) in older buildings or smaller, family run hostels.

Buena suerte and pack your long johns if you're not sure!!!

GranadaGirl