Hi - hope you are enjoying Sevilla! It must be Feria this week? My husband and I have been living in Spain since February. We were in Sevilla for 5 weeks and now we are in Barcelona. We got our NIE numbers in Seville on Feb 29th 2008. Plaza Espana is the place to go. There are two government offices side by side, and the one you want is the Oficina de Extranjeros. The thing is that no one will really give you any information (or maybe I should say that it is difficult to get info unless you speak fluent Spanish). We got by with our so-so Spanish but we were pretty confused for most of the morning. We arrived at the office on the Friday after a provincial holiday so perhaps this is why it was all sorted for us in the space of four hours. Our friends told us they went for an initial visit to the office to apply and then had to return a month later to get their number. So I guess it just depends on the backlog.
Anyway, we arrived at Plaza de Espana at 7:30 a.m. and there was already a queue of about 100 people. The office opened at 8:00 so we edged up to the doors by about 9:00. Then once inside we took a number, got a form from the man at the window and went into a waiting lounge. When they called our number we went to another office (by 11:00 a.m). They took our passports and filled in a form then gave it back to us and told us to go to any bank near by to pay 6 euros (I think) and be back before they closed at 2:00 p.m. So we walked quickly to a bank and they took the form and our cash, stamped it and back we went to the Plaza de Espana. We went straight back in and waited about 5 minutes at the office where they gave us the form. Once back at a desk, the government employee printed an official certificate with our address and NIE and off we went. The whole process took about 4 hours. If busy, they may just give you an appointment to come back another day to collect your number.
Hope this helps! Enjoy Sevilla.