Fully agree with David. The lines for rentals (even when booked in advance) at the airport are a huge nuisance when you are already tired.
As an alternative to the other options below we provide our clients with a car which is delivered to their door. We use different companies as availability in high season is often a problem.
If you want to it at the best rate possible, go to Cartrawler and book a car there. They just use the pool of all the rental companies at the Costa. Everything which is not booked at the higher prices the companies ask is part of the cartrawler pool so the prices can´t be beaten.
As we often rented a car when we were still waiting for completion of our house, we got to know what cars belonged to whom in Fuengirola, so we called f.i. Hella Hollis or one of the smaller companies and just stated we had just seen this and this car from them on cartrawler. The first reaction was always that it was not true, but that they had a similir car but at a higher price. A small reminder was enough to get it for the much lower cartrawler price as a) they were sure we would end up using their car and b) even if we did end with their car they had to pay some commission to that smart site. I think the link is somewhere on the home page of EOS.
Max.