Had no problem carry the same gear on the way there but on the way back the security in Barcelona really freaked out about the climbing rope. Ended up getting pulled into 2nd screen room and hassled for over an hour. Shocked the heck out of us. They claimed the rope was a weapon. WTF? Anyway it was probably a one of event, but I will be checking my gear for now on.
I've flown there (and other overseas destinations) several times. I'm conservative, so I check my rack, harness, chalk, rope, though I do bring a pair of shoes as carry on. I've rarely had problems, though once returning to the US, I was pulled aside at Customs and asked what was "the rope-like thing" in my checked bag. I explained that it was indeed a rope, explained why, and was moved on without further problems.
We had no trouble at all on the way TO Spain, or anywhere else in the world so far. (e.i. going through US customs with the gear)
But coming back from Spain, we had to check in all metal equipment-- quickdraws, gri-gri, even a little foldable stick clip -- because they wouldn't let us through with anything "weapon-like". Didn't seem to mind the rope at all though...
As long as you leave yourself plenty of time, it is not a big deal, even if you have to check things in on the way back. One bag is free on international flights (so far), so leave yuorself time to repack things, and worst case scenario, you'd have to pay the fee for the second bag... Irritating, sure, but you just spent a lot of money to go on a climbing trip to Spain. A luggage fee is probably within your budget.