The autonomo vs SL argument is a tricky one and I'm still not sure which is actually the best route.
As an autonomo the SS payments are reduced if you are under a certain age, 35 I think, so that is also worth taking into account.
You can read an article here with more information on SL companies in Spain.
There is another article also about being self employed in Spain which may be of interest too.
In terms of payments, I don't think you need to make any until you actually start trading, but best get that confirmed by a gestor.
Best of luck.
Justin