One really popular and, reasonably, cheap option is to live with a host family which you'll become an integrative part of. This is a really great option because you'll get used to Spanish culture and also have some great opportunities to practice, and become fluent in, Spanish.
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Another option is to contact accommodation agencies; some are dedicated just to renting rooms in shared flats which means you should be able to find somewhere to stay with other students, even in your first year before you've had a chance to make friends. Another benefit is that, often, these flats are shared by international students so you'll be surrounded by people in the same situation as you who'll understand how you're feeling. Plus, you'll have far more freedom here than if you live with a family.
Probably the most expensive option is to privately rent an apartment. You can either choose to live on your own or with a friend but it definitely offers the most freedom and privacy.
If, however you do find yourself able to live in halls of residence at a university, you'll find there are some benefits and some disadvantages. On the one hand, halls of residence can be lively and fun and you'll get to meet loads of new people, but on the other, you may have less freedom than if you were to live on your own as there are sometimes restrictions as to when you're allowed to come and go.