Rambler, yes I have thought about that. Actually this "trip" would be our honeymoon, after a wedding in august.
I chose September because I hope its a bit cooler than the other months of the summer, and in October university starts, working season as well, so probably September is the best for us.
At first I wanted to walk the first half of the camino, from SJPdP to Gijon maybe. I've heard that the seaside is gorgeous, but I also wanted to visit Finisterra. It was, and still is a big dilemma for me, to chose which half we should walk...it would be fantastic if we could return some day, and do the other half of it. The reason I am bending to the second half of it, is that in Compostella/Finisterra it has an ending, you are finishing something, even if you didnt walked the whole distance.
I'll check the sites as well, and I'll try to find the best option, but Castilian, you gave me a good idea. If Valladolid or Palencia are easy to reach from Madrid, we could start walking from there as well? I guess there are albergues around there too.
Thank you again for your answers. Each of them were useful!