Bring your wing! I was at Ager (near Tremp, about 100km below Andorra) this summer and enjoyed every moment (despite the heat). It is a very well known place for HG and there are lots of pilots there. Disadvantage (for you) is that it has STRONG conditions in the high season so you need to be experienced. But early morning and late afternoon you can do nice glides too. About 1000m height difference and good XC opportunities.
I have been recommended to go to Piedrahita as well, but have never been there. That is somewhat north of Madrid. Conditions are more mellow there so consequently there are very many paragliders (which you may or may not like).
There must be a lot more sites. See also:
http://l3www.cern.ch/homepages/pablog/hg/hg_sites.html
Don't know about licences, nobody asked. So you have to rely on yourself to fly safe (as always).
Good luck, Marcel