Let's analyze your post.
I know after 11-M and Zapatero's inauguration, they gave a bunch of immigrants permanent residency or Spanish citizenship.
How many is a bunch? It wasn't that many, only the victims who survived the train bombing. That's the first part. The second part is the amnesty that Zapatero allowed and once again, a lot of people weren't able to take advantage of it because of the strict guidelines involved. There are many illegals who want to be here legally, but because of the many loopholes involved, they can't. Just like in the US, and everywhere else.
Are there similar lotteries in Spain?
Simply put,
NO. Immiigration is an issue being looked at in all countries of the EU. Don't look for anyomore amnesties soon. With the last amnesty in Spain, Zapatero did it without following any EU guidlines and he was told in so many words that he will not have another one without consent from the EU.
Shawn