An apparently common complaint from English expats, no matter what country they live in, is that tea just doesn't taste the same as in England. I noticed this straight away; despite bringing an XL box of Yorkshire Tea Gold with me, despite trying bottled water - the main problem, at least in Spain, is the popularity of UHT milk. In the UK (and Ireland), UHT milk is seen very much as a last resort - to be bought and kept in the cupboard in case the fresh milk runs out and all the shops within a 10 mile radius happen to be shut, or there's a nuclear apocalypse, or cows go extinct. But in Spain, it's the norm, while fresh milk isn't available as much, and costs more. So, most of the time, I make do with UHT.
There's literally entire aisles of UHT milk in the supermarkets, whilst in the refrigerated section there's about 4 bottles of fresh milk.
One thing that is refreshingly better in the Spanish supermarkets however is the beer. It's cheap. Really cheap. My favourite supermarket is Mercadona; it's got high quality own-brand stuff and is cheaper in general. What I didn't realise at first, was that this extends to the beer as well. In England, my dad used to buy Safeway's "Alsace" lager; which, if you don't know what that is - count yourself lucky. I assumed from that experience that any supermarket-brand beer was going to be considerably inferior to your normal brands. But I was wrong - Mercadona's beer "Steinburg" is great - they have different types, but I usuaully go for "Ley de Pureza" - and I actually much prefer it to Mahou (the standard in any bar in Madrid). It also costs about 25cents a can.