There is no plane, boat or train service to Nerja - the nearest city you can access with these modes of transport is Malaga to the west. The train station in Malaga is across the street from the bus station, where you catch a bus to Nerja. The port in Malaga serves cruise ships from North Africa (alternatively, there is a seaport inAlmeria to the east).
From Malaga Airport, which is served by flights from across Europe and America, you can drive along the A-7 E-15 motorway in the direction of Almeria and Motril, hire a taxi to Nerja (which will run you anything from €78-100, or you can prebook a taxi with Nerja Taxis for around €69), or take a bus to the Malaga bus station and transfer to a Nerja-bound bus there.
The bus stop in Nerja is on Avenida de Pescia, between a large roundabout and a bridge with blue railings. There are no facilities - it's just a ticket booth with benches, with taxis occasionally parking across the street. The stop is about a 10 minute walk inland from the Balcony of Europe and serves buses along the coast and to the major Andalusian cities. From Malaga there is non-stop service available and a trip will cost less than €5. Alternatively, there is another bus stop a few miles outside Nerja proper serving the Nerja caves.
Nerja has buses to many other places in southern Spain, but some as little as one bus a day.
The A-7 E-15 motorway runs parallel to the coast, with Nerja situated about a 10 minute drive from the clearly marked freeway exit. Be aware that the long Torrox tunnel you will drive through has cameras at both ends to calculate your speed and fines for speeding are harsh.
Even in the winter months, street parking can be very difficult in the town's narrow and sometimes one-way streets, so use one of the two large central carparks instead - One is situated off Calle La Cruz, right in