Ok, in Madrid you can go to Fuencarral, there are alot of shops like diesel, replay... and also shops like mango (also mango outlet), blanco... in the surrounding area is chueca,the gay neighborhood, with shoe stores, and multi-brand shops, it's a really cool district. you can go to gran via too, there are shops like zara, h&m, bershka, sfera...
if you want spanish design, you should go to jorge juan street, in sub stop Velazquez (the brown line). Have fun shopping!