Delightful Toledo photo to the left
Madrid - I wrote a blog post about Sandeman's free walking tour which leaves from Plaza Mayor every day, and is offered in English and Spanish. (I took the Spanish tour).
The Tapas Experience is also worthwhile for sampling Spain's culinary delicacies at four different places. Seville - Pancho Tours offers two free walking tours that cover different parts of this magnificent Andalusian city.
Most of the guides are young Europeans from other countries who have lived here for years. Bring lots of water - it can get really, really hot in Seville
Barcelona - Ah, everyone's favorite city in Spain, so it seems. Competition is intense in the free walking tour business here, but I was pleased with Runner Bean's Gaudi tour (which every fan of the famous architect should go on). The Old City walk covers a lot of ground, including the Gothic Quarter.
My tour took almost 3 whole hours since the guide just loved to share information about the sights.