There seems to be conflicting info if you are a non-EU or UK citizen but are married to one. What are the European laws (that even the Embassies and airline staff get wrong apparently) and requirements if you are with your UK partner and want to travel to Europe with them? Is a visa needed? Or is just a marriage certificate and return travel ticket sufficient?
As you are the spouse of an EU national but do not hold an EU residence card, you will need an entry visa to enter the Schengen states.
An entry visa can certainly be issued to you at the border, but there is a small possibility of it being denied if border officials are not satisfied with your paperwork. You will in any case be subject to delays and possible questioning as your documents are verified.
For that reason, it's advisable to simply apply for a Schengen visa in advance; given your husband's status as an EU citizen, you will be exempt from the visa fee, and will generally need to provide your travel documents and marriage certificate as supporting documentation for your application (you will usually not need to provide proof of hotel reservations, health insurance etc.). Your visa should be processed within 15 days, and will allow you smooth entry and transit within the Schengen area.
Official EU guidance on this topic is available here. The documents required for an entry visa for non-EU family members do vary slightly by country, so make sure you contact the consulate of the Schengen country you want before you apply.