You don't want to go to a big comercial academy like Sanchez Casal or Bruguera...
There's a real nice small academy in Mallorca (Nadal's...all original coaches and fitness trainers still there!) It's in a rural area not too far from the Palma airport.
Prices (all in) are around 800 euros a month, so it's really cheap, but the training is really personal with a relaxed feeling.
The accomodation is pretty cool, 2-3 boys in a room sharing a bathroom, food is in their restaurant and the place has internet! (Rare in mallorca!)
It's called global tennis team. The website is mostly in Spanish, but if you drop them an email, they'll give you all the info you need.
Babolat Rep. Coach of A. Davies
Babolat: Tennis runs in our blood.