Agree that carjet is most likely the best car rental alternative as they get the best prices from the agencies.
If things in the baggage reclaim area look very hectic and busy upon your arrival at Malaga airport, consider sending the person who made the car rental straight down to rental desk to queue up for the car. Lines can often be long with waits of 30 to 45 minutes to be checked in. While your party grabs the bags, the other person can be queued for the car. The car rental area is downstairs and the ramp leading to it is astride baggage belt 28, so someone could go down and take a peek and see if chaos reigns or not. It's quite possible that things may not be so hectic in March as it is from June through October.
Be aware that Malaga airport is in the midst of a big construction project ( what airport isn't? ). The car rental companies keep getting bounced around and presently the car returns are in the underground levels of the parking garage which is sort of like a labrinth. There's decent signage to all of the companies, but it's sort of a tedious, nerve-racking experience to wind your way around to find your company's section at that early hour. We've never seen a human being at any of our car returns for the past 3 years and we self park the car, lock the vehicle, and drop the keys in the safe located near the company kiosk ( we usually fly back on a Sunday morning taking a 7AM flight to MAD . . . perhaps there are attendants on other days). It's also a little confusing in the garage trying to figure out how to walk out to the departures terminal which is in the direction of an adjacent garage. There's signs pointing the way, but in the dark, and mostly empty early morning garage, you pause for a second to get your bearings.
Another thought about your trip. Marriott will send you driving instructions to the resort which offer either the coast road or the toll road. We've always found the coast road to work just fine ( tolls will run 5 to 6 Euros ). This is especially so for the return to the airport as the road is empty at the early hours of the morning and the drive smooth and easy. We've been to Costa del Sol 10 times and have yet to see the light of day when we drive to the airport.
Have a great trip.