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If you have some time before you have to buy...I signed up for email alerts for sale fares for Paris and Madrid at http://www.airfarewatchdog.com. There are probably other sites as well. This way you can monitor fares for a while and get an idea of what a sale price looks like from your home...
Hosteling International has a hostel in Biarritz. I stayed there in august before starting the camino. 26 euro per night. It is within walking distance from the train station, 15-20 min. Get a map. Nice accommodation. I took an early train to Bayonne and then SJPP.
In 2012, train schedules...
For train travel in Europe...especially if you are not from Europe...check out http://www.seat61.com for tips and tricks. Lots of good info on this site will save you money.
This site is run by Ivar at in Santiago de Compostela.
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