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We present an unprecedented ensemble of 196 future climate projections arising from different global and regional model intercomparison projects (MIPs): CMIP3, CMIP5, ENSEMBLES, ESCENA, EURO- and Med-CORDEX. This multi-MIP ensemble includes all regional climate model (RCM) projections publicly available to date, along with their driving global climate models (GCMs). We illustrate consistent and conflicting messages using continental Spain and the Balearic Islands as target region. The study considers near future (2021-2050) changes and their dependence on several uncertainty sources sampled in the multi-MIP ensemble: GCM, future scenario, internal variability, RCM, and spatial resolution. This initial work focuses on mean seasonal precipitation and temperature changes. The results show that the potential GCM-RCM combinations have been explored very unevenly, with favoured GCMs and large ensembles of a few RCMs that do not respond to any ensemble design. Therefore, the grand-ensemble is weighted towards a few models. The selection of a balanced, credible sub-ensemble is challenged in this study by illustrating several conflicting responses between the RCM and its driving GCM and among different RCMs. Sub-ensembles from different initiatives are dominated by different uncertainty sources, being the driving GCM the main contributor to uncertainty in the grand-ensemble. For this analysis of the near future changes, the emission scenario does not lead to a strong uncertainty. Despite the extra computational effort, for mean seasonal changes, the increase in resolution does not lead to important changes.