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I got two questions here, I just got married to a french guy, and I have worked in UK for 5 years, I am chinese planing to apply for ILR in 10 days(made appointment for interview), do I still need to pay for ILR application since I am EEA spouse now?

for traveling to shengen countries, what certificate I need to apply if I could avoid applying for shengen visa

You are not exempt from the fee if you apply under the Tier-1 route. Applications under EEA regulations are free but I suspect you would prefer to wait 10 days and pay than 5 years and not pay (your time under EEA regulations started once you lived in the UK as married).

For Schengen, apply for Residence Card using form EEA2 to travel visa free when travelling together with your husband. If traveling alone, a visa is required.