Is it best to order train tickets from Franfurt to Cochem, Germany and from Metz, France to Paris CDG airport in advance or prchase the tickets when we get there?
Frankfurt-Cochem: If you book far enough in advance (up to 92 days allowed) on the German Rail site, you can get a discount fare of €19.00 for one person and €10.00 for each additional person. Metz-CDG: Depending upon your departure time, you can take a bus from Metz to Lorraine and a TGV from there directly to CDG or you can take a TGV from Metz to Gare de l'Est in Paris and then make your own arrangements to get from there to CDG on the RER B. In either case you will save money by booking in advance on tgv-europe.com. There are some tricks to getting discount fares on tgv-europe.com. If you give me your departure date and time from CDG, I'll tell you which route will work best and how to book tickets.
The discounted fare tickets Tim mentioned are fine if you are going to be in Frankfurt long enough in advance to assure you can make the train specified on the ticket. Those tickets are date and train specific and essentially non-refundable. If you are flying into FRA and immediately heading for Cochem, you take the chance of missing your train if the flight is late and losing your ticket. In that case, you best deal is a local S-Bahn ticket to Mainz (€4,10/p) and a Rheinland-Pfalz-Ticket (Länder ticket, €25 for 2 people) using regional trains from Mainz to Cochem, with a change in Koblenz.