In Barcelona there's Gigamesh and Jugar X Jugar. Both good stores, but I believe Gigamesh had the bigger collection.
Two of the best boardgame shops in Barcelona, in my opinion, are:
* Jugar X Jugar. Address: Avinguda Gaudí, 39. That's very near the Sagrada Familia and Hospital de Sant Pau, in a very turistic area (underground: Sagrada Familia station, lines 2 and 5, or Hospital de Sant Pau, line 5). It's a newly established shop and they have mainly eurogames, abstract games and a small but very interesting selection of games for children. They have some wargames, as well. The owners are boardgame players.
* Gigamesh. Address: Passeig de Sant Joan, 2. Near the old town, in the Arc de Triomf zone (underground: Arc de Triomf station, line 1). It's the classical boardgame shop in Barcelona. They have all kind of boardgames, from euros to wargames and miniature games, CCG, etc.
In both shops you'll find boardgames edited here and not easily found abroad.