In Madrid I found mostly vintage shops – not so much second and shops. (You'll probably know the difference that I mean.) I usually wouldn't spend money on those vintage shops because I would find the same cool clothes in cheaper second hand shops as well.
But, this time I only had like one hour to do my shopping so I did it fast on the vintage shop street Calle del Pez in Malasaña. There you'll find nicely pre selected choices in hip stores.
So do at least check them out if you'll happen to be there.