One problem still to be sorted out at Malaga is security especially if you are travelling from Terminal 2 where most UK low cost flights operate from. Security is in Terminal 3 and after drop off at Terminal 2 a long walk to security and then another long walk back to Terminal 2. Also beware all the shops are in the Terminal 3 area as are the bars etc. airside.
Must say the last few times being through Luton had no problems except for UK Border Control but have had problems in the past regarding baggage.