If you are into classical music, look for zarzuelas, the oratorio or opera-type performances, many of which are on cds. Record shops will point you toward performances (all in major cities) in season. Literes is one composer whose music is especially listenable.
Jordi Savall and Hesperion XX cds are available here, but there are other groups into old music in Spain. Look for reissues of the older folk singers such as Germaine Montero (she was fabulous!).
If you want to find some shop or performance, ask the concierge at your hotel. Some (that is, SOME) are very knowledgeable. If you are at a pension or accomodation without services, go to a major hotel and tip the concierge liberally, you will get results.
If you are polite (as someone mentioned above), most Spanish are very helpful. In Seville, I wanted to buy a North African gazelle coat for my wife. I spotted a lady about my wife's size, and she very helpfully tried on coats for me.
In the Sevilla area, spend at least one day in Cordoba- the old mosque is exceptional for its interior stonework. It is just as impressive as the Alhambra. In Sevilla walk through the old ghetto, now occupied by well-to-do professionals.
You will be lucky to find top flamenco dancers- they tour a lot. Good guitarists are much more common. They can often be found by walking around areas where people gather for drink and entertainment before or after that late dinner.