Oh yes, Sybarite! Whenever I'm in London, I make sure my planning allows for a couple of hours at Foyles (Charing Cross). Great shop, with a wide choice. It also helps that the staff is knowledgeable. I remember chatting for a good ten minutes twice -- once after buying Gaddis' The Recognitions, the second time after buying a collection of essays by Gass -- about what I was carrying to the til. Almost never happen to me even in independent shops and obviously never, ever in Borders or Waterstones.
In Barcelona, La Central is the place to go. I think they now have four different locations. The main one is located quite close to La pedrera. Housed in old fin de si?cle bourgeois home, it's Heaven on earth, really. Incredible choice in Spanish, Catalan, French, English, German and Italian. I remember standing mouth agape in front of the Literary criticism shelves: if the author wasn't Spanish or Latin American, they had his translated texts in Spanish plus the original language version and a couple more non-translated books. I actually saw there a few books in French I had never seen in a French or Belgian bookshop before. Amazing. I'll go nuts if I lived there. No wonder writers living in Barcelona consider it the best bookshop in the world. They might be not far from the truth. Their shop located a few hundre meters from Las Ramblas in old chapel is visually stunning and offers yet again an astounding variety of books, slightly different from the other other shop -- I think this one is stronger on arts.
In Madrid, in the Museo Reina Sofia, the bookshop is handled by the people from La Central too. Modern architecture (Jean Nouvel) make again for stunning scenery. In terms of literature, it's like a smaller scale version on the Barcelona shops. Less books, but quite a good choice with a strong focus on difficult to find books published in South America. The place to go if you're looking for something you do not find any place else. There are a few more good bookshops in Madrid, but the places are more functional and in terms of selection, the sad truth is that you might have to do 5 or 6 bookshops before you find the book you want, even if recently published. I have a soft spot for El bandido doblemente armado, half-bar half-bookshop. Open from 5pm to 1am, nice place to drink a good Gin Tonic, a tea, a beer or a bit of wine. Although the books on sale are good -- only literary fiction -- it lacks personality: you won't find here something you wouldn't find any place else.
Regarding Paris, as I said: avoid Shakespeare & co at all costs. The place to go for books in English is undoubtedly Village Voice. Normal prices, great stock, knowledgeable if a bit disagreeable staff. For French books, loads of choice in Paris. People with a taste for Saint-Germain-des-Pr?s history might go for La Hune, located right bewteen Le caf? de Flore and Les deux magots.