You can walk almost everywhere in San Sebastián, except up Mount Igueldo. If your hotel is far from the city centre (not recommended), take the bus. Although you will not need it, in case you want to take with you a bus map here you have the official map of San Sebastian. Below you will see a zoom on the city center of San Sebastian.
Bilbao is even easier to walk down as you will get everywhere in 10min. They have a subway but it is not really so as they use it to travel between small villages next to Bilbao.
Besides in the city center of Bilbao you will find a tram that in case you are tired you can take it to move around.