It's unlikely that there are any day trips completely by sea because it's around 110miles between the two, so you'd be looking at a journey of around 5 hours (or more), each way using conventional vessels.
You might find a local tour operator running a bus to connect with the fast ferry from Gibraltar (with an 80 minute crossing time), Algeciras (70 minutes on the fast ferry, 2� hours on the conventional ferry) or Tarifa (with a 40 minute fast ferry crossing time), but there seems to be no reference to such tours on the internet.
If you're thinking of making your own arrangements, the Thomas Cook Rail Map of Europe shows that there's no convenient rail route from Malaga to the ferry ports. It does show that there are bus routes linking Malaga to both Gibraltar and Algeciras but, given the distance, these are both likely to take several hours.
Ferry services:
http://www.andalucia.com/travel/ferry/home.htm
Air Nostrum fly between Malaga and Tangier
(or Tangiers or Tanger or Tanjah or however else it can be spelt!), with a flight time of just 35 minutes. However, the flights are infrequent; you might find difficulty arranging a day trip. To check for your required dates, use the Iberia website. (Air Nostrum is the regional division of Iberia. All online bookings are via Iberia):
http://www.iberia.com/
Chris