I gathered the following information from people on HT and pasted iit onto a word document to take with me.

hope this is of use to someone
I stayed in a villa in the La exotica area of Nerja which is just off the second roundabout you come to as you come into Nerja off the main road from the airport.
I never went to Burriana beach but spent a lot of time near the Balcon in the evening,there are loads of nice bars and restaurants round there.
Casa Luque was our favourite.

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Nerja information

Nerja
Nerja is a beautiful Spanish village, built on a ledge. is home to the third most visited monument in Spain, The Nerja caves. Has spectacular scenery, and lovely sandy coves with golden sands. With no less than 600 bars and restaurants. Nerja makes a great family holiday. Nerja is located approximately 55km east of Malaga. The transfer time from Malaga airport is approximately 1-1½ hrs.
Nestling in the foothills of the mountains the town has a thriving tourist industry. There are many small shops, bars and restaurants, and a wonderful all year round climate and the visitor can hire a horse-drawn carriage to explore the most romantic corners of the town.

The famous 'Balcon de Europa' - a magnificent promenade along the edge of a towering cliff, with sweeping panoramic views of the Mediterranean and the small coves and beaches below, against an awesome backdrop of the imposing mountains
Use Balcon as your focal point.
There are plenty of restaurants in this immediate area and lots of street entertainment. Try heading to the streets past the white church and you will find some lovely restaurants and tapas bars.

There is the main beach - playa Burriana, this can get very busy but has loads of beach front shops, showers, etc. There is another very good beach to the south side of the town.

You Have to go see a Flamenco show in the town ( near the Balcon ) as its a fun night out in its own right or good as a starter for somewhere else, and entrance usually is free or else comes with some free drinks.

Nerja's most spectacular and one of Spain's biggest tourist attractions is the fascinating Cuevas de Nerja' (Caves of Nerja), located just three kilometres from the centre of town. They include archaeological treasures such as 20,000 year old paintings, pre-historic remains and the world's biggest stalactite to stalagmite formation.

Boasting 16 kilometres of beaches and sparkling clear water. All major water sports are available in the area, including scuba diving and sailing.

Restaurants
From the Balcon ( starting point) looking to the sea walk left for about half a mile than inland a little. Lots of real Spanish tapas bars are here frequented mostly by the locals. They are, for want of a better word a bit scruffy but the locals are fine and at some bars a large wine and a tapas is 80c ...not a typo that's about 50p!

"livlier" bars are usually near the balcon.

Good place in town called Langans. A bit more expensive than some but very good!

Try Terrazza La Parra up in San Juan De Capistrano or Bruxelles on Burriana Beach for great local dishes.

Casa Luque(near the balcon de Europe)

A good place to eat just off of burriana beach is 'Ayo's' he is the man who discoverd the caves, they do great paella and do a gorgeous sunday lunch.

For tea i would recomeend 'pinoccio's' my meal was gorgeous there and i would defffinatly say it is worth walking to the end of balcon de europe to see the sea and get a sea breeze.

Formerly The Alhambra, and now transformed into 'The Codfather' via the name 'T-Bar' under the new owners Marilyn and Terry who took over recently. Having spent the last six years running a bar in Ca' n Pastilla in Majorca, they have come to Nerja to open a 'proper' fish and chip restaurant with real cod and real chips. A take-away service is also offered.

favourite places to eat in Nerja are:
Taste Of India - Indian Cusine, fantastic
Cileto Lindo - Mexican on El Barrio
The Mexican is a must

Days out

Take a breathtaking mountain drive through the Sierra Almijara and Tejeda ranges or wander around some of Andalusia's famous 'white villages' such as Frigiliana - a restored Roman town with narrow vehicle-free cobbled streets and Maro - the picturesque village with panoramic views across the sea and a secluded beach.

The historic city of Granada with its famous Alhambra Palace (booking essential), Malaga, Puerto Banus, Mijas, Rhonda, Antequara and the El Torcal National Park are all excellent options for those looking for day trips.

Useful telephone numbers:
Malaga airport (arrivals) 95 204 88 44/38
Malaga airport (departures) 95 204 88 42/48
Bus station 95 252 15 04
Post Office 95 252 17 49
Taxi rank Plaza Ermita 95 252 4519
Association Taxistas 95 252 0537 Local Police 95 252 1545
Local Ambulance 95 252 3131 Ambulatorios
Tourist Office 95 252 1531
Emergency Services
Central number for Fire, Police & Ambulance 112
Police 091
Fire Brigade 080
Guardia civil 062

Street Markets
Nerja: Tuesdays down from Supersol past the Verano Azul Park
Torrox: Mondays
Torre del Mar: Thursdays
Frigiliana: Thursdays

Shopping in Spain
Shops generally open around 10am until 1.30ish and again 5pm til 8pm
Banks are open Mon to Fri from 8.30ish until 1.30ish.They do not open in the afternoons