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The countries you mention are part of the Schengen Zone, so a Schengen visa is indeed what is needed.

There are special provisions for spouses of EU nationals. As you are British your wife should come under these special provisions. (Sorry to be a bit vague here... but things seem to keep changing, and I don't want to give you information that is out of date. Better to get the definitive answer from an embassy!)

As regards which embassy you should go to... visa applications should be made at the embassy of the country that is your main destination, or the country that is your first destination.