I made the mistake of spending a lot of Holy Week in Barcelona. Catalon is the least religious part of Spain and Barcelona is the least religious part of Catalon - so there was nothing going on except extra masses in the Cathedral and one procession, run by some Sevilla expats, on Good Friday.
Fortunately, we left and visited Zaragosa for Holy Thursday - one of the most amazing experiences of any of my travels. Zaragosa has, I think, 26 social clubs (think Kiwanis) that each put on big processions for Holy Week. On Holy Thursday they all march on one of two routes and go all night. The processions involve literally hundreds of drummers, including small children, dressed as penitents (from the Spanish Inquisition), escorting a series of floats that reflect the stations of the cross. There are others in the procession with crosses, candles, incense burners, relics, etc. and women dressed in traditional mourning clothes following the float of Mary mourning her son's death (Mary always comes last, like Santa in a Christmas parade).
We also went to a Good Friday procession in Pamplona, but that was very subdued in comparison to Zaragosa.
Sevilla is the most widely know place for Semana Santa activities, but Valladolid is another city that's processions are highly regarded in Spain.
I'd try to find out how big the processions are in Valencia. If they aren't special, get up to Zaragosa on Holy Thursday for a treat.