Given sets of vectors $A$ and $B$ we want to prove that $Sp(A)=Sp(B)$ or, to put it another way, that all vectors which can be represented as a linear combination of elements of $A$ can also be represented as a linear combination of elements of $B$, and vice versa.
By Gram-Schmidt Orthonormalization, we can construct a set of linearly independent, normalized vectors from both $A$ and $B$ which span $Sp(A)$ and $Sp(B)$, respectively - call these new sets $A'$ and $B'$, respectively. $A'$ and $B'$ are called the bases of their respective vector spaces.
[Note: If $M$ is an orthonormal basis which spans $Sp(M)$, then there exists an orthogonal transformation mapping $M$ to $M_0$, where $M_0$ is the single-component basis of $Sp(M)$ (i.e. the basis in which each basis vector has only one component which is non-zero, and that component is 1 since the basis is normalized).]
Let $A_0$ and $B_0$ be the single-component bases for $Sp(A)$ and $Sp(B)$ respectively. Let $\text{dim}(Sp(A))$ and $\text{dim}(Sp(B))$ be the dimension of of $Sp(A)$ and $Sp(B)$ respectively. It is obvious that any vector that is of the same dimension as a vector space can be represented as a linear combination of elements of a single-component basis of that vector space.
If the dimension of $Sp(A)$ and $Sp(B)$ (i.e. the number of elements of $A_0$ and $B_0$) are different, then it is a simple matter to construct a vector in the basis with the larger dimension that cannot be constructed in the basis with the smaller dimension. However, if the dimensions are equal, then the bases are equivalent (i.e. $Sp(A)=Sp(B)$) by the following proof.
Proof by Contradiction:
Suppose $A_0$ and $B_0$ are orthonormal, single-component bases which span the vector spaces $Sp(A)$ and $Sp(B)$ respectively. Suppose that $\text{dim}(Sp(A))=\text{dim}(Sp(B))=N$. Suppose $Sp(A)\neq Sp(B)$.
Since $Sp(A)\neq Sp(B)$, (without loss of generality) there exists a vector $a\in Sp(A)$ such that $a\notin Sp(B)$.
However, since $B_0$ is a single -component basis in $N$ dimensions, any $N$-dimensional vector can be represented as a linear combination of elements of $B_0$; therefore, $a$ can can be written as a linear combination of elements of $B_0$ because $a\in Sp(A)$ which implies that $a$ is an $N$-dimensional vector (since $\text{dim}(Sp(A))=N$).
Thus, we have a contradiction (namely, $a\notin Sp(B) \land a\in Sp(B)$), so it must be the case that $Sp(A)=Sp(B)$.