She needs a Schengen visa.
You can go direct to the Embassy but you need to apply to the countries embassy where you are spending the most time, if I remember correctly the country you are entering first.
Because she is traveling with you they should grant the visa within 15 days and if you go direct to the Embassy it should be free. You also have to supply far less info because you are married and traveling together.
All of the Embassies try and send you to their visa handling companies (TLS etc) but they also have to offer them directly too.
I would suggest that you email them directly requesting an appointment and ask which documents are needed. They all seem to be different.
Went into London last year to the Danish Embassy for my wife to get a visa for Iceland and came back with it a couple of hours later.