When we first moved here, we bought clothes on our trips back to England. Then Marks & Spencer offered delivery to Spain from their British website. Now the company has a Spanish website where the descriptions are in both Spanish and English and the prices are in euros. If you order more than 30 euros worth of goods (not hard to do) then delivery is free.
They used to send goods by Airsure which took a week or so to arrive. The latest parcel though came by DHL in much shorter time.
I reckon when Spaniards have sampled the quality of Marks & Spencer merchandise and the prices charged, they will take to the website in droves especially for essentials like underwear.