Spanish people: when do you give cheek-kisses?

When you guys are greeting someone or introducing someone...do you guys give two kisses (one on each side cheek)? I was wondering this because I just saw it in some movie ...and I know it's kinda common in Portugal... Soooo Spanish people! When do you give cheek-kisses and what are the 'rules' (do women kiss each other? do men kiss each other?) D: Would I, a foreigner, have to kiss my Spanish friend or his friends if I'd go to Madrid?