Hi arthurg! Welcome to the group!
I was in Madrid last October for the first couple of weeks and the weather was GREAT! You can see a month-by-month table all about weather in Madrid HERE , but I wore shorts a couple days, but jeans on the cooler days and always jeans/pants at night along with a long-sleeved shirt. Jackets weren't really necessary (at least for me). In my opinion, October might very well be THE BEST MONTH of the year in Madrid. Coolish, crisp, trees still have their leaves. Mmmm.... Man! I'd LOVE to go back again NEXT month, but can't..

HERE you can see a photo of what the group was wearing at night, October 11, 2000 at the "Party With MadridMan: Version 2.0" at El Brillante Bar/Eatery. (are you all anxious for Version 3.0??!)

Have fun! Saludos, MadridMan