Hi Darren: your question is common because, as you've seen in different sources in internet, there's no agree about wich word we Spanish speakers use. I'm from Perú and I live in Spain, so I can tell you something about the uses in these two countries:
1. In Spain is like Sara Martin has told you, there are two words to refer "two peaces of bread with something in the middle" (the meaning is mine). "Sándwich" is used when the kind of bread is "pan de molde" (that kind of bread that is sold in slices in supermarkets, and is soft) and "bocadillo" is used when the kind of bread is "pan de barra" (loaf of bread) or any kind of bread with elongated shape.
2. In Perú, to refer to "two peaces of bread with something in the middle" we say in all the cases "sándwich" (as in Mexico, like cinthiamx and Cesar say), or even "sánguche" (only in Perú as far as I know, but I would like to know if in other countries also).