Both are within easy driving distance so thats not a problem, ive only been to nerja for day visits driving from los boliches so wouldnt know about organised trips ie coach travel from there. When i was in fuengirola just before christmas the public service bus was running a normal service to both these destinations.
Dont know if this link might help:

http://www.spanish-fiestas.com/costa-del-sol/excursions.htm

Thanks for that, but don't drive abroad, was hoping for a coach

Heres a link for bus services in Andalucia.

http://www.andalucia.com/travel/bus/home.htm - 31k