Thanks for the EU Blue Card link... I'll look into it.
We're thinking of moving to Madrid or Barcelona. We prefer Barcelona, but there seems to be a lot more work in Madrid, we'll see what happens.
Both of us are in the process of applying for a non-lucrative visa. We haven't actually submitted our application yet, which will take 3-5 months to be processed, because we're waiting on the FBI background check which takes 6 weeks.
It's quite the process to move to Spain but it'll be worth it!