In the UK, I've always said Holland not the Netherlands. The Dutch seem so think we get confused because there are two provinces using Holland but that simply is not the case. In football world cups you don't see ppl rooting for the netherlands no it's 'Hup Holland Hup' !!
Not really. Just as the "the" is necessary in "the United Kingdom, the United States of America, the Cook Islands" etc., you must put the "the" in the Netherlands :)