Hi Mandyj,
It is all a bit daunting isn't it, but well worth all the stress and hassle.
Firstly, you should be able to arrange your mortgage and open a bank account from the UK. We just had to send copies of our payslips, credit report, bank statements and passports across to the bank in Spain and they dealt with the mortgage offer by e-mail. They also opened up the bank account for us.
With regard to NIE numbers, Polaris World actually offer a service for 15 euros per person, where they take you to Murcia on a minibus. They drop you off at a cafe and the Polaris guy goes into the Foreign Office with all your paperwork and you just sit and have a natter to fellow buyers! He then comes back after about an hour or so and takes you to the Foreign Office where you walk to the front of the queue and collect your NIE Certificate from the miserable man behind the counter!!! All quite painless, and no queuing!
Before your completion date, Polaris World will send all sorts of documentation and information to you by e-mail - to do with insurance, community charge, NIE numbers etc. They will arrange the completion for you and your solicitor will liaise with PW, the bank, the Notary etc so all you have to do is turn up.
We went over in June 2008 to complete but ended up signing Power of Attorney in favour of our solicitor to complete a couple of weeks later, as the Certificate of Habitation wasn't available. We had got our flights, accommodation etc all booked and then PW said the Certificate wasn't ready so they paid the charges for drawing up the Power of Attorney. If you are not able to go over for completion and choose to do this by Power of Attorney, then you would have to pay for that yourself.
Hope this helps and gives you some idea of what is involved.