Of course there are also other options apart from Yoigo and Simyo. Do you know about BimGO? It is part of Blau and they do 'unlimited' monthly data at 21 Euros. You can buy their SIM's (and modems) in loads of places including El Corte Inglés, The Phone House, PC City, Worten etc. The good thing is you do not even need to setup a contract. You only pay the rate in the month that you use the service. Perfect for occasional visitors.
I think at the moment they will sell you a Modem for 49 Euros that includes 1 month for free.
blau - Qué es.