The Belgian Kings are Member of the Austrian Order of the Golden Fleece.
King Albert II received the Spanish Order from King Juan Carlos during his State Visit.
They never wear the Order ??
King Albert II wore the collar of the Order of the Golden Fleece at the wedding of the Prince of Asturias and Doña Letizia Ortiz Rocasolano in 2014. You can see him with the collar of the Fleece (plus the sash and the grand cross of Carlos III) around 24:00 in the video below.
King Albert also wore the collar of the Order of the Seraphim at the wedding of the Crown Princess of Sweden and Mr Daniel Westling in 2010. You can see his collar of the Seraphim around 44:30 in the video below when he is leaving the church with Queen Paola. As far as I can tell, King Albert didn't wear any sash on that occasion. Queen Paola's art deco tiara is unfortunately barely visible in the video.
There are collars of the Leopoldsorde but after Baudouin the Kings stopped the use of it:
The King wore a collar on his wedding day with Doña Fabiola de Mora y Aragón, that does not look alike the Leopoldsorde. I think the collar of the Orden Isabel la Católica.
King Willem I (Sovereign over the three Benelux states) was given designs for collars for Orders for the new kingdom. But the King preferred simplicity and found the designs too ostentatious.
Collars are indeed ostentatious, but there aren't many of them, not least because the number of members with collars in orders that still have them is limited. Collars are also rarely worn these days (only occasionally in a few royal weddings, state dinners, or diplomatic receptions).
The United Kingdom is the only country in Europe AFAIK that still holds order chapters when collars are used (e.g. Garter Day) and, as you may have noticed, the Queen also wears the collar of the Order of the Garter at the State opening of Parliament. Wikipedia also has an extensive list of collar days for the different British orders throughout the year.
I personally think that collars are a great tradition and I would like to see them worn more often as they used to be in the Middle Ages and the early Modern Age (I know, it sounds terribly old-fashioned).