This is practical...
Luggage and bags: Something I missed in so
many places and they got it here.
A place where they keep your luggage for you.
So on the last day of your trip you can still
hang round without having to go back to
the hotel to pick up your luggage.
It is located central in the bus station.
'calle san José'
Clothing/Shoes/Weather Gear: The typical image of Spain is the one a country of Sun & beaches, so many people thinks weather is always warm here. Actually, winter may be really cold in the central plateau ... well, perhaps, if you come from Alaska, you don't think the same :-)
Valladolid is famous for its fog (some people call it 'the little London'). When there is fog in winter, temperatures may be under 0º all the day. And next day, you may find a sunny day, with temperatures around 15-20º, so be prepared for everything!