So the advice is to leave nothing in your car due to the prevalence of car break ins in Spain. But what do you do when you are travelling by car between cities and you stop to see a site? For instance, we will be travelling from Segovia to Madrid and were going to see El Escorial that day. Are there secure parking lots or garages with security near such major sites? I can't think of any alternative to having all our luggage in the car during such stops.
Are you a big family or group, with lots of luggage? As a couple we've gotten a rental car with a big-enough trunk (or hatchback space with a built-in hatch cover panel) to stow our luggage in it, out of sight, when we've been on the move and don't have the luggage back at our lodging. That's easier with 2 suitcases and an extra small bag or two than with luggage for lots of passengers. Lock the car in any event!
A couple of suggestions for making your vehicle look more "local," which may or may not make it appear less break-in worthy, is to toss a local Spanish newspaper into the passenger seat, or purchase a hanging emblem for a local futbol (soccer) team, and hang it from you rear-view mirror inside the car. We've never done that, but fortunately haven't experienced any break-ins either.
We took the train from Madrid to El Escorial in 2013, but it seems there was parking on the streets and in lots near the sight. I wasn't looking for one, but I don't recall seeing any big parking lot dedicated to the El Escorial palace/monastery. This was in November, so it wasn't super-busy, but there didn't seem to be suspicious characters hanging around.
Please don't obsess about car break ins. If they are going to happen, it's usually at night. There will be hundreds of cars at El Escorial in the lot, with people coming and going all the time. There is much less crime in Europe compared to the US. Relax and enjoy your trip.
One precaution we take is to bring along a couple of thin chains and locks. We fasten the bags together and one or more of them to some metal part of the trunk, like a hinge or hook. Our rationale is that car break-ins are crimes of opportunity. Thieves won't likely be prepared with bolt cutters and won't want to take the time to try to release our fasteners. When possible, we do use attended parking.
I've rented cars in Europe on different occasions in different countries and I have never obsessed about this issue. Would you worry about this parking at the Grand Canyon? Just as in the US I always leave everything of value out of sight in the trunk. Never leave any electronics (phones/ipads/computers/etc) in view in a car parked anywhere, even in front of your own home. Keep luggage in the trunk out of sight and you'll be as protected as you can be.
Never open the trunk at a site -- get all that shuffling done at a stop well before stopping at a site if you have luggage etc. Never leave ANYTHING visible in the car. And don't leave computers, cameras, ID or irreplaceable things like your prescription meds in the car when you stop along the way. Those go in the messenger bag or whatever that you care with you into the restaurant. If they steal your underwear it isn't a big deal -- if they get your passport, camera, computer, and meds -- big deal.
I know someone who had luggage taken from their car when they parked near a beach and a FOAF actually had their rental car stolen in Italy or so I was told. It is good to do a little homework so you can avoid notorious places here and there where locals routinely break windows and rifle through cars. I also once didn't stop at a beach where there seemed to be a lot of what looked like broken window glass alongside the road. Maybe it was from an accident, but it made me nervous that a local gang of thieves was working that area.
We strive to rent a hatchback in order to have a cover for our luggage. We also bring a single black bed sheet to use as a cover to cover items. The advice to not open doors and be seen removing items from bags is very astute. We typically do not park in old town districts and prefer parking in close proximity residential areas in order to remove ourselves from tourist crime spots. Be astute, but do not obsess about this issue.
Janett's point is right on. And car break in's occur often enough to be cautious but not so often as to be paranoid. Bring everything of real value with you and the rest out of sight.
I would be worried in either Madrid or Barcelona.
I wasn't worried in Segovia (but we only had two carry-ons). I didn't go to El Escorial so can't give you an opinion about parking there.
I though most of Spain was clean and safe, particularly in the smaller towns, compared to almost anywhere in Europe - again Madrid and Barcelona were the exceptions.