Our esteemed colleague Johnnie Walker did a New Year´s camino a couple of years ago, and produced this award-winning video:
http://www.youtube.com/watch?v=IbjSGA8TVDw
I did the Sarria to Santiago "express camino" last December. It was a breeze finding places to stay on that strip, but prices were somewhat elevated and the heat they always promised never made it to the radiator near me.
I live farther back along the Frances, (on the meseta in Palencia) and pilgrims stay with us often over the actual Christmas and Epiphany holidays -- there are enough hostels and albergues in the area, and they advertise "open all year," but they won´t bother opening up if there are only one or two of you. If they do bother, you cannot expect any heat, esp. if the room is big. And on Christmas Eve, Christmas, New Year´s Eve, New Year´s Day, and Three Kings Day, you will find entire towns closed down completely. You need to carry backup food, and must phone ahead and make sure there is an open albergue on actual holidays, (especially New Years Eve and Christmas Eve!) as hotels fill up then, too.
There is a real dearth of pilgrim movement out here from mid-December to mid-February. For good reasons. It´s /&% COLD out there, for starters...
But winter pilgrims are hardcore. They ROCK.
Reb.