I've rented at the Gran Via location in downtown Madrid: There's nothing to it. The office is on street level, and the cars are a few levels in the car park underneath, easily accessible around the side of the building, and you surface via a ramp onto the main street. I'd say it's just like any other downtown location, set up with Avis Preferred service (not counter bypass, of course, but just your MRA working onto the Rental Agreement ... again, like any other off airport station). In fact, I was even upgraded nicely to a brand new Audi A4, which we drove a few thousand km's touring southern Spain like you're thinking of doing. Wouldn't bat an eye at doing that again.