Well....let me express my opinion as a Spanish.
I think Stephen is true when he says politeness is different depending on where are you from. He must know pretty good as he lives in Spain.
But I must admit when I'm in a packed club there are always jerks who shove you off when they are passing by and don't even deign to look at you regretfully. In my case, I always try to pass through the people without pushing them. But I'm not saying please, excuse me and thank you to everyone. I think that would sound a bit silly.
It's not completely correct what lyndsey_lou has said that Spanish people don't use please and thank you when ordering drinks (Maybe in Northern Spain, which her friend is from). Depends on the person. But no bartender will feel bad if you don't say it. However 'please' and 'thank you' are very used in more formal situations.
And another issue is what wfusteve has said. It's not my case because I admit to speak English (as far as I can) with anyone, and I like to do it. But there are many Spanish people who get annoyed when they see foreigners in Spain who don't even try to say a word in Spanish.
Anyway, I admit each nationality has its own virtues and defects. We the Spanish people surely have many defects, but I suppose some virtues as well.