I don't think the UM or other SIMs are in retail shops, so if time is short for shipping, you might also think of a Vodafone SIM, with Passport. When roaming, this means a one-off connection fee of ?1 or 75p, then calls at home country tariff, ie no further charge for incoming, a few cents for outgoing.
It sounds like you are in Spain first, so here is the Vodafone Spain page about it, with Google translation. If landing at Heathrow first, you could get a Voda UK one, but then you'd eventually be roaming in 3 countries instead of two.
http://www.vodafone.es/Vodafone/Particular...3,24048,00.html
http://translate.google.com/translate?sour...048%2C00%2Ehtml
If you intend to make a few calls as well, rather than just emergency cover, then note they mention ?0.12 on the Spanish site; a UK one has an off-peak tariff of 5p per minute after 7 or 7.30 pm, so one cheaper in Spain for short calls vs slightly cheaper calls later
Then use one of these with a calling card, such as Bizon or Enjoyprepaid, via local access number or one in the SIM's home country