We traveled to Spain in late April/early May 2024 - flew into Bilbao, went to San Sebastian, Bilbao, Segovia, Toldeo and Madrid. Flew home from Madrid.
San Sebastian: we stayed at Pension Sarregi (a Rick Steves rec, I think). Very well located, overlooking Sareggi Plaza, walkable to everything including the bus and train stations. Room was spacious, clean and modern, included a fridge, which was nice since there was only coffee and tea in the common area, no breakfast. Our room was off the common area, and overlooked the square, so it was noisy. Could hear everyone's doors closing, and late night pedestrians and bar patrons in the square. Our least favorite hotel on the trip but it was fairly inexpensive at 98 euro/night. Staff spoke good English.
Bilbao: we stayed at Hotel Bilbao Plaza. Not too far from train stations but you might want a cab if you have luggage; definitely a distance from the bus station. But walkable to the Guggenheim and Old Town. Very sparse room, but a good size and clean. Our room was quiet, but it faced a funeral home, so neighbors were not noisy lol. I booked this via booking.com (to get cancellation options), at 107 euro/night. Breakfast was an extra 9 euro/pp and was quite good. Staff spoke excellent English.
Segovia: Hotel Don Felipe was perhaps our favorite hotel of the trip. Taxi required from the train station (to anything in Segovia tbh), hotel was not far from Plaza Mayor and the cathedral, walkable to the castle and aqueduct. Booked this via booking.com (you cannot book via the hotel website) at 121 euro/night and included an excellent breakfast. Spacious room, faced the street so there was some noise until the crowds left at about 6 pm each night. Staff spoke excellent English.
Toledo: you gotta have a hotel with character on every trip and Posada de Manolo fits the bill. Taxi required from the train station unless you want a really good uphill hike with your bags. This hotel was literally right around the corner from the cathedral and the view from the breakfast room terrace was amazing (although breakfast was...not amazing, but adequate). Family-owned, each floor is themed after Jewish, Christian and Arabic communities and rooms are decorated according to different trades. Room was small, with a capsule-type shower, and door latch and lock was...rustic and finicky. But it was 106 euro/night, staff was great, so hard to complain. And there is a Cheese Museum and wine shop across the street! Staff spoke good English.
Madrid: no cheap rooms here! Petit Palace Puerta del Sol clocked in at 209 euro/night. This included an absolutely amazing breakfast so no complaints. Located just off Puerta del Sol and the Sol metro stop. Walkable to Plaza Mayor and the palace; short metro ride to Prado, Sofia Reina, etc. Room was modern, spacious and quiet - and annoyingly "hip" with monogrammed towels "This is a towel" etc. Staff spoke excellent English.