As long as you spend over 15,000 pesetas in one store, they should be giving you the tax free check form. And you can actually, in the Madrid airport at least, can get it stamped and mailed out right there. In some instances you will get your money right away (in the airport), others you can get it sent to you or charged back to your credit card. El Corte Ingles is great with the Tax Free checks, if I know I'm going to buy a lot of things, I just try to buy them there, so that most of my things will be on 1 check. They may have a little higher prices than some smaller places, but since your minimum purchase has to be 15,000 ptas, if you buy a lot of little things at all different stores, you'd never reach the minimum so you wouldn't get the tax money back on that stuff anyway, so it all evens out!
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"Vivir con miedo es como vivir a medias."