One line runs something like "We're European citizens, we have a European driving licence, we're entitled to drive." At the other end of the spectrum there's the "We're resident here so we have to change our licences for Spanish ones." Actually it's somewhere in between. Once you're resident there's a time limit on using the UK licence unless you register it with the Spanish authorities. It's easier and a bit cheaper to simply exchange. No need for another test or anything and for the first licence at least you don't have to do the medical.
At the beginning of July I took my licence to the local driving school, filled in a bundle of forms and handed over 75€ so that the chap from the driving school would do all the legwork for me. I could have popped down to Alicante, stood in a couple of long queues and done it myself but I chose the lazier, and much more expensive, option.
I forgot all about it for a while. The chap had said he'd phone when I needed to hand over my UK licence. Nowadays I understand that nothing much official happens very quickly, especially over the summer, and I trusted the bloke to do his job. But eventually I remembered and my British sensibility kicked in. I went to ask.
"Should be soon," he said, "I've been getting the June ones back recently."
"My problem," I said, "is calling into your office as you're not open on Saturdays."
"No problem, I can always open up for you on a Saturday if I need to."
No need to worry then.