In the past we have flown into Biarritz, lovely seaside town with great beaches and a top surfing area, we have then got the TGV down to Hendaye (20 mins) and then walked to the FEVE station (10 yards) directly linking Donostia and Bilbao is directly outside Hendaye station, the rail connections from Hendaye to Biarritz are ok on weekdays but can be a bit ropey on a weekend
ta luego