Where are some great places to go in Barcelona and Madrid?

I've heard there's this great bar called Chupitos in Barcelona. They have shots of just about everything from a "Finding Nemo" - orange M&M in blue vodka - to a "campfire" - flaming shot which you roast a marshmallow over. On clubbing in Spain in general, most of the late night places are going to be about $15 or more for cover charge, and it doesn't get better once you're inside. Drinks can be $25 and a friend has paid $15 for a regular beer. Tips on cover charges - there are often club promoters whose job it is to get you to come to their clubs. They walk around with free entrances or discounts. In general, vodka is really cheap in spain (you can find small bottle for 3 euro), so pregaming is definitely a good money-saver!