I do agree with Pat about Ubeda & Baeza which are beautiful towns and I'm surprised they are not mentioned more often. However, I don't think they are practical as a day-trip from Malaga (nor Nerja), even with a car, let alone by public transprt. Probably Pat wasn't suggesting them as day-trips, but as alternatives.
Granada, though, is a very straightforward day-trip from Malaga and brilliant.
Another option is Antequera - an easy day-trip from Malaga - well worth visiting for the castle, dolmens and attractive historic centre.
But you might find three nights/two days is easily filled by staying in Malaga which does have plenty to see (it's not as wonderful as Sevilla, understood, but then few places are, except perhaps Rome, York and Gdansk!).