I've just come back from Malaga Aero-Club. The weather surprisingly was bad with only 9 or 10 VFR days out of the three weeks I was there. The problem I had was that to the N, NW and NE there are high-ish mountains and if the cloud is low enough (which it was) you are limited to going along the coast. Here there are some comms troubles and lots of restricted airspace regions, especially around Gibraltar. Also you have to file a proper paper flight plan for all flights which is a bit restricting if you want to go visiting wherever you fly. However on good days its very good. They also do a package where a safety pilot is not needed (50 hours) giving a bit more freedom. Staff wise, I feel they could have been a wee bit more helpful with advice and recomendations, but then again the weather made lots of things difficult.
Watch out for the weather its more changeable than Glasgow which is very changeable!
Finally, if you do go there, don't go near Faro in Portugal-you get hit with 20euros landing fee AND a 30euro handling charge.
Remember this is only my opinions and I'm sure there are others with high praise for the Club.
Hope this helps!