Not very near, I know, but an option is Aeroclub de Malaga based in La Axarquia (LEAX):
http://www.aeroclubmalaga.com/index.html
You can rent a Warrior III for 225 euro, FI included.
Also you have Aerodynamics FTO in Malaga Intl Airport, a bit nearer to Marbella, but this airport is not very GA friendly during the summer, when some restrictions are applied for GA:
http://www.aerodynamics-malaga.com/
Hope this helps...