Hello,
We will be taking the train from Santander to San Sebastion and then on to Biarritz airport. I've heard both that I should buy my bus tickets ahead, and also that we don't need to. We will be taking a 6:00am bus on a Monday morning. Your thoughts? Thanks for your help.
My technique is to go by the station the afternoon before and pick up tickets. That let's me know when I need to be there the next day so I can plan ahead. The tickets are cheap and don't need to be purchased ahead of time - I haven't seen a sold out bus yet though, in theory, it could happen. Most people pick up their tickets minutes before boarding. If you buy yours a day ahead, it won't be sold out.
I should add that every station I visited has an information booth with an English speaker. They can help you sort out your options, purchase your tickets and tell you where and when to catch your bus.
I did miss a bus once because I was waiting in the wrong area, expecting to hear an announcement. It turned out only one bus company was announcing their departures over the station's PA.