Hi dixiedee19,
You bring up a good question. I have plenty of experience with the GF shopping in Spain since my son is celiac.
I think you will find food shopping for GF food much easier in Spain than in the US -- at least that has been my experience. The food labeling laws are very clear here. The products must be labled either GF (sin gluten/exento de gluten) or have it clearly listed as one of the ingredients or warning label (processed in a factory that processes gluten containing foods, etc).
Mercadona was one of the first supermarkets to clearly label their products GF, long before the labeling laws were passed. Reason being is that family members of the owners are celiac or at least gluten intolerant. They do not separate their GF products (bread/cereal, etc) from the regular products. So, no need to look for a special section like you do in ECI/Hipercor.
Other supermarkets that have followed suit include Ahorramas, Día and Caprabo/Eroski.
If you are just looking for breads/muffins that are GF, you can find them in Mercadona and Caprabo/Eroski (Beiker brand) as well as ECI/Hipercor, Alcampo/Simply, Carrefour. You can also find them in Herbolarios (healthfood shops). Our personal favorites are the Scharr brand for bread.
If you are looking for a specific product, let me know and I will try and point you in the right direction.
You might also want to check out the website for the Asociacion de Celiacos de Madrid (
http://www.celiacosmadrid.org/).
I would love to exchange recipes with you (although I will admit, we have fallen in love with the GF Bisquik mix which cannot be found here!)... feel free to post any other specific questions or recipes here or simply PM me.
Good luck!
-R