I'm a simple sort of bloke and when I think sandwich I think of something like meat or cheese between two bits of bread. I know that for some Britons the word sandwich is more specific - sandwiches, for them, are made with slices of bread and they use other words like roll or baguette to describe different but similar, items. Most Spaniards would tend to agree. Just to be clear here I want to emphasise that there are a lot of Spaniards and I've not spoken to all of them so my generalisations may or may not be 100% true for every Spaniard. The majority of Spaniards I've ever talked to about sandwiches (and as you may appreciate it's a common conversational topic) think that a sandwich is made with sliced white bread, possibly only really suitable for children. There is also a tendency to think of sandwiches as using toasted or grilled bread. Consequently a ham and cheese sandwich, often called a mixto or biquini, is likely to involve melted cheese and warm ham a bit like the British toastie. In this case too the ham will almost certainly be the stuff we Brits call boiled ham and that Spaniards call York ham. Normally, if you ask for ham in Spain, without being specific, you'll get the cured, serrano, ham. Just whilst we're on sandwiches, a warning to vegetarians, the sandwich vegetal has tuna as well as salad in it.
So, in general, the two pieces of bread with something between them in Spain is the bocadillo, a little mouthful. Most use an elongated, torpedo shaped bread roll minus the fins and propeller. Some Spaniards use the word bocata instead of bocadillo. Spanish bocadillos don't come in many flavours and the bread usually comes dry without butter, marge or oil - it is very seldom other than white. There's none of the sandwich shop culture of the UK with lots of ingredients and lots of different types of bread on display so that you can construct your own sandwich. Generally in Spain you get what's on offer. The offer varies from place to place: in Pinoso a longaniza sandwich (sausage) is very common just as a fried squid sandwich is absolutely typical of Madrid but the "national" varieties are surprisingly limited - ham is ubiquitous, both the cured and the cooked sorts, cheese too, tuna, tortilla (the thick Spanish egg and potato omelette), lomo (pork loin), anchovy and bacon are all nearly universal and there will always be something more local like the longaniza and squid mentioned above or things like a local pâté, cold cuts like salchicha (think Italian salami) or morcilla (black pudding).
Mixed bocadillos aren't particularly common in a normal bar. I once asked for a cheese and onion one in Malaga. It was years ago but the bloke refused to do it. I asked for one years later in Águilas and the bloke there said that he'd make me one but he didn't understand how anyone could want such a thing. A couple of old friends once took us to a bar in Valencia that did sandwiches because they thought it was extraordinary. It was the sort of place that put grated carrot, beetroot or maize in with the meat or fish and it was really trendy at the time. There is a very common franchise in most of the shopping centres that does mixed sandwiches but the idea doesn't seem to have spread very much. Just to prove that there's an exception to every generalisation ages and ages ago, long enough ago for me to be travelling with squaddies getting drunk as they celebrated their release after compulsory military service (which was scrapped in 2001), at Murcia railways station, the now ex soldier I was with asked for magra (stewed pork cooked in a tomato sauce) in a sandwich. The barman suggested that the young man was deranged but served him anyway. The point is that variations are possible but not usual.
One last point. If you make your sandwich at home and want to fit in as you unwrap it for your mid morning break, be one of the crowd picnicking on the train or feel right at home as you take your roll out of of your cool box on the beach you should wrap your bocadillo in tin foil. Everyone else does.