I'm female and travel alone regularly. I don't know about Barcelona or Valencia, but I've traveled alone in Madrid and didn't have any problems. During the day, I can't remember being told that any area was unsafe, but I was told not to walk in the Parque del Retiro after dark. When I'm in a new city, I always ask the reception people at the hotel if there are any areas where I should stay out of in the day and/or in the night. I personally think that a lot of it has to do with common sense and making sure that you are aware of your surroundings at all times. At night stay in well lit areas where people are around.