Bus to Granada, Rondo, Jerez from Malaga

I can give you a partial answer. We took the bus from Granada to Malaga. Purchased the ticket at the station prior to boarding. The bus station in Malaga is next door to the train station. The train station is huge and bus station fairly small. Local city buses go to the bus and train stations It would be long bus rides to Jerez. We did Jerez from Cadiz. Not sure I would want to do it from Malaga.

You buy a ticket from the relevant window in the bus station and present to the driver.
The bus station is at Paseo Los Tilos and journeys to almost everywhere start from there and none of your destinations stop anywhere else in the city.
This website should do you :-
http://info.emtmalaga.es/estabus/consulta_lineas_estabus_ext.php

I was in Andalucia for three weeks last month and I spent three nights in Malaga, and two each in Jerez and Ronda. I started the trip with three nights in Cordoba, four in Sevilla, and two in Cadiz (a wonderful town to visit!), then I travelled to Jerez, Malaga and finally to Ronda, all these by train and it was extremely simple and easy. I would encourage you to check the RENFE site before you commit to bus tickets. I did make a side trip to Marbella from Malaga by bus - an easy 45 minute ride that I recommend.

Jerez is hardly a day trip from Malaga. viamichelin.com shows the shortest route at 217 km and 4 hours driving time. Granada is somewhat closer, at 148 km and 2 hours driving time. Ronda, by comparison is a mere 117 km and but still 2 hours by car. Buses will inevitably take longer.