Moving to Madrid

Hi,

I'm a canadian working in southern France but I will be moving to Madrid in november to undertake MBA studies at Instituto de Empresa.

Anyone over there or not willing to share some information help to make the transition smooth? Obviously my questions are about hte basic stuff, like where it's better to live (which Barrio), utilities, visas.

What are the good links that people use day to day? Any pointers to local clubs or associations?

Thanks a bunch.