Spanish is the third language most used on the internet. However, Natural Language Processing research in this language is still far below the level of other languages like English. The aim of this paper is to fill this gap in the literature and to provide a comprehensive assessment of Deep Learning applied to Spanish sentiment analysis. We focus on the polarity detection task which, in the context of Spanish Twitter messages, remains as a challenging task. To do so, we explore the combination of several Word representations (Word2Vec, Glove, Fastext) and Deep Neural Networks models. Unlike poor performance obtained by previous related work using Deep Learning for Spanish sentiment analysis, we show promising results. Our best setting combines three word embeddings representations, Convolutional Neural Networks and Recurrent Neural Networks. This setup allows us to obtain state-of-the-art results on the TASS/SEPLN 2017 Spanish Twitter benchmark dataset, in terms of accuracy and macro F1-measure.