Gaia is a great alternative to standard supermarkets like Mercadona or Corte Ingles. I normally buy several products there, the seitan is great, the tofu as well, the organic cereals, the veggies are mostly very good and produced for the most part locally.
Unfortunately they sell meat and fish, I really don't get why they didn't go for a fully vegetarian shop (after all, the Gaia Restaurant is fully vegetarian).
That said, it's still 100 times better than "normal" shops. Products are organic, and there's a lot of vegan stuff.
Cons: A bit pricey, They sell meat & fish