We have stayed at Marina Grande a number of times. You have two choices for the walk to the town centre. Either the road (via del Mare) which takes you to the end of Corso Italia. Or the steps then road (via Marina Grande) up at the right hand end of the Marina when facing the sea. We prefer the latter, especially at night because you walk past a walled garden and the smell of honeysuckle/jasmine is wonderful.
Here is a map of Sorrento showing the various locations.
http://www.sorrentotourism.com/_downloads/1438-Italiano-pianta-sorrento--s.agnello.gif
PS - meant to add timetable for local bus(EAV) services , the service for Marina Grande is on the second page. Check again when you are there because timetables do change.
http://www.eavcampania.it/web/sites/default/files/orariautomobilisti/Meta_-_Massalubrense_xprimaverilex.pdf