In my experience, the routing with fewest connections and least stress (for me at least) is flying into Paris, ride Les Cars Air France to either Orly (Route 3) or Montparnasse (Route 4), directly from outside the CDG baggage area (Porte 32) to pick up your plane (ORL) or train connection. The coaches (not plain buses) are excellent, run every 30 minutes, and each journey takes about one hour and fifteen minutes. I prefer to watch scenery flash by on the TGV to anxiously waiting if my connecting train is going to arrive on time. The French trains do tend to be precise.
Some folks prefer to transfer over to CDG Terminal 2 to pick up the TGV to Bordeaux there, then transfer for a regional train to Bayonne. Personally, I prefer taking the coach to Montparnasse or Orly to trying to navigate between terminals at CDG. Then, I am more comfortable traveling in France instead of Spain, as my French is slightly better though still basic, than my Spanish. But this would be highly personal as well.
From Paris CDG to St. Jean Pied de Port involves three easy connections (coach at CDG, train @ Montparnasse, and train @ Bayonne), any way you slice it, I think this is the fastest and least stressful way to get from Paris to SJPdP.
In my research, a comparable trip from Madrid (East) to Pamplona, or (West) to Irun, and then into France at Hendaye and Bayonne, involves at least more waiting and perhaps an additional connection or two.
One final benefit to coming down from Paris instead of up from Madrid, is that if the TGV arriving at Bayonne at about 17:30 is late, they usually hold the onward TER #62 train to St. Jean as they know there are pilgrims on the train and the TER is usually the last one for the night on most days.
The funny thing is that even though the whole EU thing was intended to sort all this stuff, international trains are still unfavorable to international travelers, unless you are going from major national city to major national city. One would have thought that, by now, one could get on a train in Madrid, change once in Spain - say in Sebastian - and get off in Bayonne. But, I understand the train gauges (space between the wheels) is different in Spain and in France. One would have thought that the EU regulatory apparatus would have standardized rail gauges by now...
BTW, I usually fly an "Open Jaw." I fly into Paris and home from Madrid. It does not cost much more, and it is infinitely easier to get to Madrid Barajas Airport from Santiago de Compostela than it is to get to Paris. There are bargain airlines that fly to Orly, but they go via Barcelona. You can get a non-stop coach (complete with attendant and meals) from Santiago to Barajas each day. The coaches even have Wi-Fi.
I hope this helps.
