My wife has a 5 year visa to visit the UK. The last time we were there she saw a TV program about Barcelona and wanted to visit. I said the next time we go to the UK I'll see what we need.

Has anyone had experience of this?

Is Spain as rigorous as the UK with regard to people coming into the country?

Do they have a visa on arrival?

I presume I could apply for a visa at the Spanish Embassy in Bangkok or would it be easier/simpler to apply for a visa once we were in the UK?

She would need a Schengen Visa and no she cannot get a visa on arrival.

It's always best to get one from your country of residence and in theory she should get one from from the Schengen Area country she is visiting first, so apply to the Spainish Visa Section in Bangkok. Whilst she will still have to supply all the required evidence it's a lot easier with a UK Visa in her passort and evidence of previous travel.

Enjoy the trip, Barcelona is indeed a great city.