In reply to Dan Arkle:
There are very cheap subsidised buses from Lourdes to Gavarnie and Cauterets. Something like 2€ or so the last time I was there.
Pont d'Espagne has some really nice waterfalls, but the walk from it to Wallon refuge is a bit boring flat, IMO (YMMV!). But you can "bag" an easy scrambling 3000m peak from there (Grande Fache, in a longer day).
La Brèche de Roland gap near Gavarnie is a rather popular walk, but still quite spectacular. Offers great views of the quite different Spanish side.
The already mentioned Vallée de Gaube is rather nice too – after you hike beyond the lake where most tourists stop, you hike up a few waterfalls and suddenly the previously not visible vista of the Vignemale cirque just appears before you, with horses grazing about.
There are refuges at the end or along all of these.
Post edited at 08:35