You should also be aware that at many European airports the companies physically present act as agents for several others. If you book through Auto Europe, for example, then at Malaga your car will be provided by Auriga Crown.
There is a dedicated car hire "hall" at Malaga, with about 9 or 10 actual companies running hire desks and HUGE queues. The quickest I've ever actually got my car there is around 50 minutes and the longest wait around 2 hours! Having said that, the system is very well organised with respect to actual collection & return of cars. We go quite a few times a year as friends have a villa at Nerja
If you don't want the "rip-off" of paying for a full tank of petrol you might not use, then you will need to book with one of the "bigger" (and much more expensive) names such as Eurocar or Hertz or Avis (all have desks at Malaga).
This is a good site for checking on worldwide car hire prices;
http://www.carrentals.co.uk