The easiest and cheapest way is to take the Avanzabus bus. You need to go to the bus stop (T3, 0 floor, arrival area) - pay 9,20 EUR and in 45 minutes you will be at Marbella bus station. Buses leave from the airport to Marbella at 08:15, 10:15, 11:30, 12:00, 12:30, 14:15, 15:00, 16:15, 18:00, 18:50, 20:15 and 22:30. Tickets can be purchased in advance on the company's official website.
The second option is to take a cab, which will cost from 55 EUR (quite an acceptable option if you are traveling with three or four people). Taxis are parked in the square at Terminal 3 and in front of Terminal 1, where you can book a shuttle. You can book a transfer at site.
If you were planning to rent a car at the resort, you can do it right at the airport. This way you will solve the problem of transfer from Málaga and can organize your own excursion program along the coast. Rental costs start from 9 EUR per day.