From the introduction to this branch:
Research before asking a question. It will help you get better, more detailed and useful answers from the community if you've already done some homework. It's also polite. The community is here to help, but we're not your personal search engine. Invest some preliminary time and we'll help you fill in the gaps
Please be more specific:
What are "all the amazing places"? Spain has more of those than you can physically fit into a 2,5 week itinerary.
What do you mean by "where the locals go"? A lot of locals I knew recommended the Mercadona, but that doesn't hold much of interest for the average tourist even though I found it fairly cheap myself.
What are you interested in? What you consider "the best" places may be opposite of what I think of them.
Thanks.