I buy from the SNCF web site (there is an English option) and usually pick up the tickets. The caveats:
1. You need to go to the counter to pick up the tickets. There can be really long lines, so plan your connections accordingly. When my plane was late and I missed my train, they have changed my ticket for no charge.
2. You need to bring the same credit card you bought the tickets with plus the reservation number. The automatic kiosks do not accept American credit cards, so you CANNOT use them to pick up your ticket.
Some promotion fares allow you to print your ticket from your computer before your trip. These are normally "last minute" type fares. You can buy your refundable ticket now for pickup, then if you see this type of fare, cancel your ticket and get the new one. I don't care about the cost as much as the long wait in the ticket line at the station. I have also had the ticket sent to the friend that I visit in France and had her forward it to me, but if I don't plan enough in advance there isn't time to wait for the post.