Netherlands, UK, Turkey, Mexico, Spain, Iceland, Peru since October 2014. Sometimes I had an exit ticket, sometimes I didn’t. No one ever asked. Sometimes they asked how long I planned to stay, sometimes they didn’t.
Spain is part of the Schengen area so going to France or Northern Europe is not a problem. To the extent that documenting onward travel is relevant, you would need a ticket to a destination outside of the Schengen area (possibly departing from another country) and not merely outside Spain. Therefore, a ticket from Spain to Sweden would not help at all but a ticket from Sweden to the UK would be perfectly fine so your wish to leave from Northern Europe isn’t an issue.
That said, you need a reasonable plan and justifiable purpose for the trip and can be asked about it at the border. Since you can’t stay for nine months as a visitor in the Schengen area, your actual plan (being an au-pair for 9 months) would not satisfy this requirement. At the very least, you would need to lie about that, with all the risk and consequences. If the border guards suspect what you are up to, you would presumably be denied entry and would have to return to the US immediately.
Now, formally, actually having a ticket is not required at all. You merely need to show you have the financial means to acquire one. Having a one-way ticket could however invite further scrutiny and increase the risk of being exposed.
I’ve done this several times now for several countries – entering it without a return ticket.
(To be fair, every time I’ve been to Spain I’ve had a return ticket, but they’d be similar to any other EU country.)
Countries that I’ve done it ve not always asked, but have always been satisfied with:
I’ve also heard of evidence of accommodation being booked in another city being enough – for example, you may be planning on going from Buffalo to Toronto (Canada) via local transport, or by car, so showing a car rental if you have it, or your hotel booked in Toronto and an explanation of how you ‘plan’ to be there is plenty.
However, nothing says you HAVE to stick to those plans, and as long as you don’t overstay your visa, don’t break the law and always have an exit ticket of some form (even if it changes), there should be no problem.
Buy the cheapest one-way ticket out of the country. Show this as proof of your onward travel. Then forget about it; you don’t need to use it.
For example, you can get Madrid to London for 15 euros on RyanAir.com. For 15 euros, you can have peace of mind. Better safe than sorry.
In my experience, you’re not going to have any problems. They can technically ask for proof of onward travel, proof of adequate funds, and proof of housing. In reality, they’ll (in all likelihood) see that you’re American and (maybe) ask how long you’re staying. There aren’t really concrete answers because there seems to be a discrepancy between the law and the reality. I flew in the Schengen area fairly extensively, and I never had any trouble at customs.
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