Essentially there are two ways:
1) Bus from Faro to La Línea de la Concepción via Seville
2) Drive.
Rail does not really work as there are no rail links from the Algarve to Andalucia.
For bus transport see the following post on my blog
(Note: La Linea is not much further than Jerez)
http://barlaventostravelblog.blogspot.com/2007/05/lagos-to-seville-jerez.html
and this page on cubsur's excellent site:
http://thomasallen.home.sapo.pt/travel/001.htm
T
