This was updated on 10th February 2019.
Get off the bus.
Go out of the bus station.
You have 2 choices bus or taxi.
Both the bus stop and taxi rank are to the left of the main door at the bus station.BUS
As you leave the bus station you have a choice of either getting a taxi or getting a bus.
HOW TO GET FROM THE BUS STATION TO THE CATHEDRAL
At the bus station, catch the 33
Most people will get off at the cathedral to either go to Plaza Nueva or get on a C31 or C34 minibus to hook up with the Albaicín or Sacromonte.
BTW: To get to the Alhambra it would be best to get off the 33 at the cathedral and walk to the end of the Gran Via, then get on a C30
See map here https://granadainfo.com/alhambra/minibus.htm
There is more info about local buses herehttps://granadainfo.com/buses.htm
A taxi into the centre costs about 10 euros.
The cathedral bus stop is a just after the Sant Paula Hotel.
Continue walking and cross over the big pedestrian crossing.
Walk on to the end of the street and turn left.
Plaza Nueva is 200 metres further.
Consider buying a 10 trip bono (on the bus itself) if you think you will use the bus a few times.
More than 1 person can use the same bono so for example a 10 trip bono would be good for 2 trips for 5 people.
Bus station info herehttps://granadamap.com/bus/Taxi
Just get in the taxi. The cost will be about 10 euros. For such a simple journey the bus is cheaper and just as easy.