Hey socrates2003-2004, although we
CHATTED the other day a bit about this I wanted to pop in here just in case.
I would study in Madrid if I were you
If you have the chance, study at the Universidad Complutense rather than the Aut�noma, yuo will find it much more central and an easier commute from the city.
Instead of a "Colegio Mayor" (dorm) or even a privately run "Residencia de Estudiantes", I would go for an apt. shared with other students.
One good thing about the Universidad Aut�noma is that since not as many foreign students go there as do the Complutense, your experience will be more "Spanish"
Saludos,
jer...