A brilliant location for a language immersion course would be Granada in Andalucia. It is a beautiful and historic city with so much to see!
I personally went to a language school called Escuela Delengua which had courses available for all ability levels and you could choose the length and intensity of your course. Furthermore I received help from Delengua to get affordable accommodation for my 4 week stay which was extremely helpful!
I cannot recommend Granada enough as a city for language immersion and there was so much culture to enjoy such as flamenco, the Alhambra and of course free tapas! Delengua arranges weekly activities so you can really get the most out of your stay!
If you are interested in taking a language course, visit www.delengua.es