You should get the visa from the Spanish embassy if that is your first port of entry!

I have read various threads on different forums regarding Schengen visas and to be honest to you I am not any wiser.Different people different experience and that is the bottom line.We had a guy here UK passport with Chinese wife who was waiting 4 months for her visa with the Danish to be refused at the end.Some people get issued on the spot with minimum of fuss.
It may work for you with no hassle whatsoever.
Good luck.

 

I don't know if it will be easier to get a visa in the dutch embassy than in the spanish embassy, but it will be certainly faster because there is less people going to the netherlands . The busiest embassies in Bogota are Spain, Italy and France. (I don't know about other cities in Colombia)
But if you ask for schengen visa in the Dutch embassy they will ask you for the tickets and hotel reservations to proof that you are going there.

 

The French are probably the best, as they seem to have the greatest awareness of EU legislation. They will probably look quite closely at your marriage documents (notarised translations etc), though, as they are entitled to do under EU law.

The Dutch have recently changed their immigration website, and the new one specifically refers to non-EEA spouses of EEA citizens, so maybe they have improved. In the past, they asked for all kinds of documents to support the visa application.

 

The Dutch website is at www.ind.nl