I lived in Madrid for a year and have been to all three of these destinations! This may sound odd, but Madrid has the best fro you -- I was not expecting it. Go to Llao Llao, I recommend getting the chocolate sauce with strawberries and bananas as toppings.
In Lisbon, visit Pasteis de Belem for their famous pastry. That area is beautiful as well. Porto -- good place to do a wine tour.
OH, also Lisbon has a glass elevator as one of its attractions which is unusual enough that it may be worth checking out. They have cool postcards made of cork if you're looking for a light souvenir:)
Have so much fun!