While Santander is not really close to the above mentioned parks, I agree that your first choice should be a visit to PA  
If you would visit Madrid, I recommend PW over PdA. 
PA and PW are btw my 2 favorite parks in Europe. Excellent theming and great rides. And of course the spanish weather    
Close to Santander there is not much to do or find for what concerns themeparks. Also to the north in France, you're not even close to themeparks. DLP and Asterix are about 8 hours driving from Santander.