Madam Goya is the Black Market Auction House auctioneer located in the Black Market Auction House in The Veiled Stair. The Black Market Auction House is nearly due east of the Tavern of the Mists shown on the map; It's very easy to find.
On the BMAH you can find everything from TCG loot (mounts and pets) to original, otherwise-unobtainable level 60 Naxxramas Tier 3 gear (usable for transmogrification by any class that shares the same armor quality; for example, warlocks and mages can transmog the priest set), to Brawler's Guild invites. I would check the WoWhead page for an extensive list on the types of items that can be posted.
Furthermore, Madam Goya has a role in A Steamy Romance Novel: Hot and Misty!