There are many car hire companies and competition is fierce so prices are low.
Airport
On site: there are several desks adjacent to the baggage collection area (turn left down
a gentle ramp just before exiting to the arrival hall). Two sites below use
these convenient on-site desks for pick-up and return.
http://www.carjet.es/
http://w3.amigoautos.com/res/
Off site: there are several companies adjacent to the terminal building. The agent will normally meet you in the arrival hall on leaving the baggage pick-up. Cars are returned to the office and a courtesy bus will take you to departures.
Malaga car hire is a car rental company based at Malaga Airport Spain. They have a dedicated team of professionals waiting to make your car hire as smooth as possible. They deliver your car right to you at Malaga Airport as you leave your flight.
Marbella
There are several companies who will deliver to your door. The closest local car
hire office is:
http://www.yellowcar.com/?idioma=en
Taxi
There is a taxi rank outside the terminal building. Alternatively you may want
to prearrange your airport transfer. In which case you may want to try one of
the companies below:
http://www.holidaytaxis.com/resorts/1/4/836/marbellaelviria.html
http://www.andalucia.com/travel/airports/malaga.htm
http://www.spanish-fiestas.com/excursions/malaga-airport-transfers.htm