Flights, trains or boats to foreign countries for holidays longer than 5 days are partially reimburseable via CEA, see: http://2012.acasducea.org/participation_acas.php or mail: email@example.com at ACAS (a sort of CEA holiday association). CEA employees can benefit of up to 3 such reimbursements per year - see BLG office in building 608 on the main CEA center (open for visits without an appointment every day of the week between 9:00 and 12:00; for the first visit you need to show your CEA badge, your contract and your last tax refund; after that, all you will need are the tickets and boarding passes used during the trip you are trying to get reimbursed for).
The ACAS website and brochure also offer special discounts on family package holidays and rental villas amongst other things.
There are other special offers for CEA employees available from building 608, for example discount vouchers for cinema tickets, local gyms, Disneyland and stuff like that. Here’s the site with the details: http://www.alasblgsaclay.free.fr/index.html
For travel within the EU, you need an EU health insurance card from your local CPAM office (or you can request one from any Carte Vitale machine)
Ouigo, run by SNCF, is like the Ryanair of high speed trains. They have good advance prices to selected destinations but the trains leave from the Paris Disneyland train station Marne la Vallée Chessy TGV, and charge extra for taking more luggage etc. plus a 30 minute advance checkin requirement: http://www.ouigo.com/fr
idTGV is another new SNCF travel ticket website with a combination of cheap tickets on trains and on express buses: http://www.idtgv.com/