There are several posts on this, but I and a few others have fished with Ivan Tarin in the Pyrenees. He owns the first lodge in Spain (that I know of) and runs the Salvelinus.com site offering guiding, tuition and courses.
Quite demanding, technical fishing in clear boulder strewn streams.
I have also fished from the rocks when I have visited my parents-in-law's apartment on the Costa Blanca (near Valencia). I never landed a fish, though have seen small fish chasing the clousers I've thrown at them - probably dorada or sea-bream.
Valencia is supposed to have some really good black bass in the impoundments (embalses) which take the fly. Phil Pembroke produces some good guides to fishing in Spain -
Coarse Fishing in Spain : 8 More Fishing Guide Books
Cheers