Playing golf for a few days in Spain during the long winter months when you can't or don't want to freeze at home is becoming all the more common and affordable, with low cost flights and cheap accommodation.
With generally immaculate courses and reasonable green fees (depending on the location), good weather most of the year, more and more groups are making the trip.
Spring and autumn are usually the favourite times players come and the courses can get quite busy, so it's essential to book your tee times as early as possible to avoid disappointment on arrival. Having said that most courses I know hate to turn customers away and will generally try to fit you in somewhere.
Make sure you have written confirmation, ie a print out or fax of your booking, I've seen quite a few arguments develop without this!
If you're playing in the summer remember to take plenty of refreshments with you, especially water, you will need it when the temperatures climb into the 30+c range. When it's really a scorcher you might want to pre-book a buggy as well, most courses never seem to have enough for everyone.
If you are over on holiday and decide on the spur of the moment to play a round, you will need club hire, I suggest you check them first before deciding, I've seen bags containing a miss matched collection of "lost" clubs offered which were fit only for the scrap heap.
The clubs I've played at always insist on the correct attire, jeans, trainers etc are not allowed at all, so remember to pack the right gear.
With many people playing the courses for the first time, rounds are usually quite slow, so there's no point in getting angry, chill out, relax and just enjoy the surroundings.