According to "Let's Go 2003 Spain and Portugal," there is a left luggage office there, 0.90 Euro per day. This might be a good way to come to Sevilla. This bus station is much closer to the Barrio de Santa Cruz than the train station, just about right across the street from the Alcazar gardens. You might want to look to see if you have to change trains, cost, the travel time, and arrival time, to see if the bus wouldn't make more sense, from, e.g. Ronda. The same source says there are also "consigna" at the Pl. Armas bus station, and of course the train station, both 3.00 Euros.