Nieves' place was lovely and all the pictures are very accurate. The views of the sunrise and sunset were always a treat. As others have said, the location is up some hills. My girlfriend and I always ended up walking in and out of town and it was nice to leave the craziness of the city centre and end up where it's quiet. You could also take taxis which are cheap enough and easy to order.
Gibralfaro is a quick walk from Nieves, so we went early in the morning before the crowds and got some great views of the city. We then descended down the walking paths to Alcazaba, and then the city centre for lunch (go to the Mercado Central market and stand by the stalls for fresh tapas and wine - it's amazing.)