This appears on the Oneworld website:

"You are allowed to take two stopovers in total within your continent of origin in order to get to or from a gateway to begin or return from your international travel."

My departure city will be Madrid, and will need to go to LHR for a flight to DEL.

If I go straight to London, can I then take a two- or three-segment trip out prior to departing for Delhi? That seems to be the implication from PhilH's post below.

Or could I take a side trip first, such as to Malaga, then Barcelona and then to London?

Also, if my departure city is going to be Madrid, do I have to buy my ticket through a Spanish agency? I live in the US.

Thanks for any clarification.