I'm trying to find the best route from Sevilla to Nerja - I think that Rick's book references a direct bus, but is it easier/faster to go from Sevilla to Malaga and then take the bus from Malaga to Nerja?
There is no direct bus as far as I know. It will stop several times, including Malaga.
Several journeys a day Seville to Malaga. Many, many more Malaga to Nerja. Work with http://www.alsa.es/portal/site/Alsa