If still relevant for you ...
Of all schools mentioned only Aerofan and GAir/Gestair/AmericanFlyers have long standing experience with training international students.
If your spanish is of a workable standard you may consider other schools as well. Mind you, language is not the only factor to consider, knowledge of the trickeries of EASA-land after April 2013 is such a thing, in particular for a licence issued in EASA country A, when acquiring or revalidating/renewing ratings on it through schools in EASA country B.
http://www.seguridadaerea.gob.es/media/4201412/atos.pdf
In the link above you find all currently authorised schools in Spain, look for the Madrid-located schools. The link may change names every few months, google "PPL ATPL ATO Madrid" and you should be able to locate a new version again.
You will find that not all schools mentioned in the thread are in the list, also you find that most are not offering the full package of training that you probably are looking for.
Some (several) schools are known not to respond very well to email, it may work better to call them or even better to knock on their doors when you have the opportunity. Then you will see who takes an interest in you and who not. Whenever you get fantastic stories from the salesmen, let them demonstrate it as well, let them show you their fleet, their operations, and other facilities, watch how their operation is going (if there is any activity at all), talk to their students, ask around to find them, ask the ARO office in the terminal building and the guys of the fuel trucks when they have a bite in the bar which schools are flying regularly.
Spanish fora Extracrew and Foroaviones provide further information, look for poster "winglet" and his advice about selecting schools.
Good luck, enjoy!
jr