We omit the article with proper nouns:
Soy de ___ Madrid
Me llamo ___ Pedro
We must drop the article with nationalities and (unlike in English) professions:
Soy ___ español = I am ___ Spanish
Mi padre es ___ médico = My father is a doctor
Also with abstract and non countable nouns:
Sale ____ agua
Voy a comprar ____ café
Tengo ____ miedo
However, it reappears with emotion verbs (like gustar) or with adjectives that admit gradations:
Me gusta el agua (emotion verb)
Tengo un miedo terrible (fear can be more o less terrible)
We also do not put the article if we talk about an undetermined number of objects:
Escribo ____ cuentos
Veo ____ películas
We should not put any article in phrases that indicate types or categories of objects:
un programa de ___ radio (un tipo de programa)
ropa de ___ marca (un tipo de ropa)
un concierto para ___ flauta (un tipo de concierto)