Madrid is not one of the great fashion cities of the world. I always found it to be rather conservative in its offerings. Unfortunately, Zara, partly as a result of the soaring Euro, has drastically cut the quality of its merchandise. Now it is hardly better than H&M or Old Navy. What you will find at one of the Madrid Zara's is a better selection, especially of the more slim fitting offerings. The US stores mostly stock "athletic fit" merchandise for men due to the obesity plague here.
I agree with the other posters, don't flaunt labels-especially Aberzombie. And for the love of god, do not wear sandals with socks! (not that you would)
Enjoy Madrid. It's a wonderful place.