I have to say that one thing that has struck me by surprise is the amount of graffiti in Madrid. Almost any surface that you could graffiti has been graffitied. The sad part is even the beautiful historical monuments, buildings, etc haven't been spared. In those cases, most of it has been cleaned, but you can still see it faintly. It definitely adds character to the city for better or worse.
Here are some examples I thought to take photos of: