Instituto Nacional de Estadística
El sistema de Empadronamiento > explotación estadística del Padrón
Demografía y población > migraciónes
OECD
country page > Spain
annual report > International Migration Outlook
Eurostat
GDP per capita in PPS
Real GDP growth rate
population by citizenship > foreigners
employment > total
unemployment > total
employment growth > total
implicit tax rate on labour
Eurostat Yearbook (list of PDFs by chapter)
Centro de Investigaciones Sociológicas
> barómetros de opinión > results from monthly (except August) opinion surveys run by the government, including opinions about immigration, the state of the economy, etc.
US Census Bureau > International Database
NationMaster
somebody put the world's statistics together for you. Includes maps and hundreds of indicators from the obvious to the esoteric.