Each European country has very different situation so you just cannot generalize.
Without being judgmental the universal fact is that in any human culture a minority who wants to live by its own customs which are in conflict whith those of the majority is going to “be discriminated” against by the majority.
In Spain the are not nomads but have been settled for long time. In some ways they are integral part of Spanish life and culture (flamenco, etc.) and are not discriminated merely by the fact of being gypsies (which is the term they prefer in Spanish: gitano). Gypsy culture in Spain in many ways is an integral part of Spanish culture and Spanish culture today would not be complete without gypsy culture.
http://en.wikipedia.org/wiki/Romani_people_in_Spain
Quite a few are rich and famous artists very much integrated in mainstream society. Many have succeeded economically either in the arts or in commerce and may live in houses or apartments mixed with the general population. You might hear some complaint about them being noisy, or dirty or having bad taste but that is about it.
Other, poorer, large groups segregate themselves from mainstream society. They live in settlements or blocks where they self-segregate because they insist in keeping lifestyle habits which are incompatible with mainstream culture. There are quite a few such settlements in Spain which are hugely problematic.
Entire families and clans live in squalor. They have no skills or education or job possibilities. Many make a few euros by begging or selling in street markets and flea markets. Others try to make a living by collecting scrap metal, stealing, dealing drugs, etc. There are entire settlements where the police only dares to enter in force and even then they have problems.
Without being judgmental it is an objective fact that they are (and suffer) a huge problem. One which is difficult or impossible to resolve. With no education or skills they cannot get jobs and are forced into lives of petty crime.
Few realize that the way out of poverty is to give their children an education and skills which would allow them to integrate in their adulthood. On the contrary, they want to keep their culture and use the kids in their criminal activities. Roma children are taught to shoplift and steal very young, especially because the parents know the kids are immune from prosecution. One common thing they do is steal mobile phones from cafe tables or pick pockets in public transportation.
More recently there have been waves of Romanian gypsies coming to Spain and they are not as settled but still settle in camps. Although they might move they do not roam around as a way of life. The also try to make a few euros by begging or selling but mostly by petty theft.
A lot of the burglaries in rural Spain and of the theft of crops is done by gypsies.
It is easy to say that they are victims of prejudice but, at least in Spain, the problem is quite complex. It is just a fact that you cannot maintain a lifestyle outside mainstream society while wanting to benefit from the advantages such a society has to offer. When you raise unschooled children you are forcing them into an adult life of misery or crime. Romany in Spain are a very small proportion of the population and yet are significantly represented in the crime scenery.
Of course, I am sure many make a living as street vendors etc. Others pick up scrap metal. One can only sympathize with humble people who try to make an honest living.
But then when you get into the criminal world, the drug and arms trafficking, Roma are a huge part of it. There are large settlements where it is extremely dangerous to go unless you are there to buy drugs or arms.
They have their turf and clan wars which result in shootouts and family wars.
Every so often police raids confiscate drugs and arms.
The worst drug markets in Spain are run by Roma. Cañada Real in Madrid and “Las Vegas” in Sevilla are two of them. Just recently a little girl was killed in a shootout and stabbings are a daily thing. Once a war gets started it just goes on. They refuse to use the country’s police or court system and they settle their own affairs with their own wars. They see the legal authorities as outsiders and try to keep them out of their affairs.
A culture where teenagers have no skills or education and have several children of their own by the time they are 20 is a culture which is going to have serious problems surviving in an advanced world so different from that.
They can claim discrimination but if all society were like that we would all be worse off. They, in fact, benefit from health care and services provided by a richer society.
It is not a matter of prejudice from mainstream society. It is mainly a matter of Romany wanting to maintain a separate culture and identity and this is just not viable. It is very well to say they should be able to do it but it is not possible. They want to have their own laws apart from the laws of the country, to settle their own affairs their own way, this is just not possible. You cannot be having your own turf and family wars.
Another recent example was that the patriarch of a clan was in the hospital and the entire extended family of several dozen people wanted to camp out in the hospital lobby while he was there. Police had to be called in to explain they could not camp there inside the hospital and they had to leave. (And, even though they pay no taxes, they get free health care just like everybosy else
Similar situations often arise when Romany live in apartments because they have a hard time adapting to the constraints of such life. This is the same problem facing some minorities in America.
The situation has been made more complicated with the arrival of many Romanian Romany who are even less able to integrate. They beg or steal because that is all they can do in this terrible economy. I guess they prefer Spain because back in Romania they are victims of prejudice which they do not find in Spain. Still, they cannot integrate and live on the margins of society.
It is just not possible today to make a decent living by ocassionally picking up scrap metal on the street or by begging. People who try to do that are often finally forced to steal. People who do not prepare their children with a good education are condemning their children to a very bleak future.
Of course there is bad feeling from those who have been their victims of theft (and I am one of them) but people also recognize that some people are forced by circumstances and that it is not realistic (or moral) to tell them to starve rather than resort to petty theft.
There are organizations which try to help them, mostly run by Romany who have integrated, but it is a very complex and difficult task. Here is one. http://www.gitanos.org/quienes_somos/
There used to be a a Roma representative in the government http://es.wikipedia.org/wiki/Juan_de_Dios_Ramírez_Heredia
Government programs try to get them out of shacks and give them apartments. Invariably a few years later the apartment blocks are hellholes where metal wiring and fixtures have been sold for scrap and they live in squalor in their own world. http://es.wikipedia.org/wiki/Las_3000_Viviendas
It is mainly a cultural problem in that they cannot or will not integrate but for those who would I cannot say there is any significant discrimination. Spanish society in general has a high level of solidarity and anyone would be considered a monster if he said gypsies (or even illegal aliens) should not be entitled to free health care or any other government programs.
Indeed, recently, due to Spain’s financial troubles, one of the economic measures imposed by the Troika was an end to free health care for illegal immigrants and the Spanish Government has tried to impose this but most doctors, hospitals and local authorities have refused to go along. Doctors have said they have a duty to care for any human who needs care regardless of nationality or ability to pay. And the culture and the country is behind them. It is very different from America where selfishness and individualism is the rule in politics and culture.
Also, all this is not only a problem with Gypsies, there are entire subworlds of immigrants from Morocco, Latin America and other countries who suddenly find themselves not integrated and crime becomes an attractive option if not the only option. It is not that the Spanish population are intrinsically more honest but they are more integrated and have more family and social resources which they can use.