Best way to get to Gray, France from Santiago de Compostela?

Since you haven't booked your tickets, consider flying "open jaw" this means you start from one city, fly into your destination...travel around a bit...then depart from another city on the way home.

Here's an example from KAYAK...they search out prices from many different travel companies:

http://www.kayak.com/?kw=kayak+airfare+ ... 2012-04-19

http://www.kayak.com/flights/IAD-LCG/20 ... 2012-04-19

In this case I landed in A Coruna in bound...but flew out of SDC back home.

No only do you eliminate backtracking, you can see other sights once you finish the Way.

In the above example, my first option (in and out of same airport) cost $1015 R/T

The second (open jaw) out of SDC was $980. In today's economy, any savings are good.

In your case, you'd probably want to fly from SDC to Paris.

Dijon airport is very very small, there are hardly any flights. I would strongly recommend taking advantage of the excellent rail network in France, get a cheap budget airline to Paris and then take a train to Dijon; you have one every hour from Paris or so and it takes only 1h30 by TGV.

Hope that helps.

Arn