This probably sounds stupid but I want to make sure I do the job right...

I have an external disconnect breaker box with a gfci built in. When I connect the box to the main breaker in the house do I connect it to another breaker on the main box, or do I connect it to the bar above the main breaker box?

your spa needs its own circut breaker in the main panel, plus the one that is outside with the GFis in it

Im just curious...

What is the advantage of connecting the spa through two breakers?

So you can turn it off from outside. It's an N.E.C. requirement, but just good sense as well.

If your having to work on the unit its handy to have a way to shut off the power close by rather than having to go back and forth in the house to cycle the power feed.