I'll just tell you what I do:
1. Make advance reservations by e-mail or phone
2. Call ahead once I am in Spain to re-confirm or to make any changes - we arrived in Vigo (Pontevedra) a day early and the Hotel America was only too happy to accomodate us. The same thing happened with Bilbao with the same result from the Hotel Conde Duque.

If you plan to arrive late you should definitely re-confirm. That shouldn't be necessary if you arrive before 18:00 and have a reservation number or a confirming e-mail.