I've been holidaying in Collioure for the past 8 years and have always flown into Perpignan and had to wait for the airport bus to get to Perpignan and then train to Collioure. However, I just found out about a much cheaper method - the FrogBus. It goes from Girona Airport to Perpignan stopping at various sea side towns. Flights to Girona tend to be cheaper than flying into Perpignan and the bus is brilliant. You pay online and book a space and they will also organise a taxi to meet you if you need it when you get off the bus. Just wanted to post as I wish someone had told me about it before!
If anyone needs any other Collioure tips - let me know. Buying a property there in April so will have a good grasp of the good places to go!