I'd highly recommend checking out Capital apartments . I've stayed in their places the past 4 times we've stayed in Madrid. This last time, they gave us the entire top floor of an apartment building. It was two apartments that shared the hallway, but each had a 300 sq. foot patio, which would help to hold a large amount of people. They also have 2 and 3 bedroom places which we've stayed at that are pretty large.