You can literally catch a bus from anywhere in Spain to anywhere. The bus stations are a little different than ours. They have competing companies. All the stations I saw in Spain had a small information booth - normally staffed by someone who speaks English. There will be multiple choices (times, routes, companies) for reaching your destination. The information booth will help you navigate those. You don't need to reserve ahead, although I like to drop by and book the day before just to be sure I know the details (or on arrival, before I leave the station, for a short stay). Not every bus station has lockers but many do. In your case, you can book your bus to Cadiz from Tarifa, and also book your bus from Cadiz to Sevilla at the same time. If you can't store your bags in the Cadiz bus station, a good backup is to find the closest tourist information center and ask them where you can store your bags. If they don't know, sometimes they'll just let you leave them there for a few hours. I'll be interested in your thoughts on Cadiz. It was my father-in-law's favorite (but I think he went there for Carnival). For me, it was less than I was expecting from arguably the oldest city in Europe. We took the high speed train to Madrid from Cordoba at the end of our trip but didn't try to make a connection back to Toledo. We visited Toledo earlier in the trip. The high speed trains are really efficient when you can use them - but you have to book well ahead for them to be at all affordable.