Someone else already asked about buses from the airport to Estepona, you can check here:viewtopic.php?t=867
You dont need to book in advance the bus ticket and the trip duration to Estepona is about 2 hours, always depending on traffic.About buses to Gaucin:
There is no direct bus line to Gaucin from Estepona. Official website recommends buses from Ronda or Algeciras.
Your best choice would be to take a bus to Algeciras, and from there take another bus or a train to Gaucin.
The bus from Estepona to Algeciras runs every hour and take around 45 minutes.
There are 3 buses a day from Algeciras tu Gaucin and the trip takes around 1 hour and a half.
There are 3 trains daily from Algeciras to Gaucin and the trip takes 55 minutes, the train station is at Colmenar, half an hour drive from the village.