Car rental on vacation in Sierra Nevada is a way to simplify your life and not to depend on anyone for transportation. You can find a 24-hour car rental service directly at the airport of Malaga, and from there you can travel on your own. It is best to find out in advance the price of car rental in Malaga and the possibility to organize it without a deposit and inexpensively.
In Sierra Nevada itself, car rental is cheap and is only 30 EUR per day. So you won't lose anything if you rent a car directly on the spot.