Getting from Madrid to Nerja?

We debated for what seemed like forever over car vs bus/train for a portion of the trip; checking all the schedules online and trying to guess-timate fares when they weren't posted. Since we are travelling with our 4 year old, we chose the car rental to get us from Granada-Nerja-Ronda-Sevilla. If it were just my husband and I we would be more tolerant of waiting on schedules. We rented from AVIS picking up at the Granada airport and returning to the Santa Justa rail station in Sevilla 4 days later. When are you travelling? We leave in 2 weeks!

Mary Beth-Just returned from a 2 week trip to Madrid (stayed at Rick's suggestion Hostal Acapulco--nice balcony room) & Nerja. My daughter was a student living there. We debated long & finally decided to rent a car. It will take approx 9 hours by bus or about 6 by car. Don't rent a car until you're ready to leave Madrid-driving there is crazy (an we've driven in Manhattan)Parking--impossible(a suggestion from my daughter an proved to be dead-on) Once out of Madrid, the drive is nice. In Nerja, if you don't have accomodations, consider southspain-online.com.
We rented a very nice 3 bed, 2 bath townhouse completly furnished with a view of the mediterranean for only 300 euros for four nights from a British couple-many own property in southern Spain. Don't miss the Caves of Nerja only 10 min. out of town by car--Absolutely spectacular. Nerja is absolutely charming and beautiful!! Get your Alhambra tickets early online!! We tried for several dates and times and were all sold out. Enjoy!

Thanks for the suggestions, all. We waited too long to look into the high speed train from Madrid to Granada and it was sold out, so we wound up taking a bus from Madrid to Granada on Continental Auto and it wasn't bad. About 5 hours with 1 stop and 2 movies. Quite a modern bus. We stayed in Granada for 3 nights at the Hotel Juan Miguel (not recommended- Rick's suggestions were sold out) and did see the amazing Alhambra.

We also took a bus from Granada to Nerja and back. Nerja was gorgeous, albeit quite crowded with British ex-pats like Rick said. We took Alsina Graells bus line from the bus station and it was easy peasy! In Nerja we stayed at Hostal Marissal. Great location!