1)An application server that is free for developing purpose apart from tomcat,
JBoss, also BEA now will let you use the Weblogic suite for
development free.
2)which is the best or preferred, ie weblogic vs websphere
It's getting closer but I still think weblogic is better.
3)A lot of companies are asking for Visual Age, should I use this
No, WSAD (Websphere studio for app. dev.) is replacing Visual Age.
4)Whats the best UML editor that is free.
I don't know if there is anything free that is good. You can get
by with Visio if you can get ahold of that one.
5)Is there any other technology that I should use the would help me sell myself.
I'm not sure about Spain but web services are growing here in the U.S.
6)Any other advise is welcome
Joining open source projects yourself can be a good idea if you have the
time. sourceforge.net has a ton of them.