"So can we buy a freesat box in Spain or should we buy here?"
You can buy them from a UK TV installer in Spain (as the major shops will not stock them) or buy them in the Uk.
"And are dishes easy to have installed?"
All depends on the install location. Ideally installed on a concrete block wall (or on the floor), sheltered from the winds as much as possible. You may need to seek permission if you are installing in a communal area.
To the OP (clint), if you want to keep Sky, and get your UK TV direct from Sky in HD, but reduce the amount you are paying, you can always contact them and ask them if there is a deal available...you can get as much as 50% off if you ask.
Drop me a message or see my website ( www.satandpcguy.com) if you want more information about satellite TV installs and even internet tv in the area