We are visiting Madrid, Cordoba, Sevilla, and Barcelona. Other than the Alhambra, the Prado and the Sagra Familia are there other spots where you would advise buying tickets in advance? thank you

We bought advance tickets for the Alcazar in Seville (including the royal apartments) and of the Royal Palace in Madrid (these we bought only the day before but they allowed us to skip a very long line). We bought advance tickets for a flamenco show at the flamenco museum in Seville as well. You can avoid a long line at Seville's Cathedral by first going to the Church of El Salvador and buying a combo ticket for both.

Any of the Gaudi sites you plan to visit in Barcelona.

thanks - are the tickets "date stamped" ie for specific days, or can you buy them and then use whenever? (we do already have the Alhambra tickets)

I think Prado does not have a date stamp, but each website will define that.
It also helps to know whether you are going high or low season....

It depends on the site, you'll have to check, as well as what you want to do. For example, general Prado tickets are not for a specific date but if there is some special temporary exhibition you want to see, it will (and hour). The Gaudi houses often have choices of type of ticket you want, some specify the date and some do not, and others let you skip the line and others do not, etc.

Don't forget to buy train tickets in advance if you want a discounted fare !

As Christina said, it depends, but the web-sties will tell you.