You don't have the choice, if you are visiting just one country then you apply to the embassy (or more likely an agent like VfS/BLS) for that country.
Please note that ALL bookings (flight, hotels) need to show the applicants name. The applicant will need to evidence the required funds required for that country ie:-
To enter Spain, travelers must show that they have enough money to support themselves during their stay. The amount required depends on the length of the stay and is as follows:
10 days or less: Travelers must have 90% of the minimum wage for 10 days, which is €900.
More than 10 days: Travelers must have €70.77 per day
Bank statements/certification will be required. You cannot act as sponsor as with UK visas.
You will need to get the UK visa first because you will no doubt be entering from/returning to the UK,