Try the foreign carriers, especially AirFrance and Iberia and British Air and keep checking back and checking back and checking back....day after day after day.
You can often get a cheaper flight into England on BritishAirways or Virgin and then pick up a cheap inter-Europe fare into Spain, but they will often leave out of a different airport. That may matter to you or might not.
Go to
www.orbitz.com and put in a fare watch. They cover many foreign carriers and can be helpful to show you when they are dropping prices.
This winter for February (low season, but over President's week so it was a bit higher again) we never got lower than around $600 for a flight from Detroit to Malaga. So I don't think you'll find any bargains. Flights all over Europe were high for that week. So if your week has a higher demand, I would grab anything under $700 without hesitation. In 2005 the flights were about $300 cheaper!