MadrdMan, you revealed the "secret". The map link I posted was from MadridTecnologia site

Note that kiosks are offering free wifi provided by a private company. As far as I know, it's only a promotional campaign and it won't remain free for a long time.

Free wifi at the rest of the places is provided by the city council. As for the markets, I think it's a project. Not all of the markets have it already.

By the way Plaza Mayor has an average of 125 users / day and it was "launched" a few weeks ago.

As for the free wifi at the public buses, I read it has a content filter preventing users from connecting to certain websites. I heard P2P and VoIP (e.g. Skype) doesn't work on that connections at buses.

Anyway, you can always use it for free if you sleep in certain hostels...