A few tips..
1. Round trip flights from Barcelona on Ryan Air can be found for about 30 euros. The flight is about 1 hour and 20 minutes. A quick visit to southern Spain/Andalucia is worth a day trip I think if you're in Barcelona for two weeks or more.
2. The rental car industry in Spain (and probably some other parts of Europe) is a WHOLE different ballgame than the rental car industry in the US. While we found a 29 euro deal online for 2 days rental, we arrived with our reservation only to find that the company was going out of business...right there and then while we were standing at the counter. After a 2 and a 1/2 hour ordeal we finally rented from another company for 150 euros. Can you say screw-ood? The car we got is pictured below. I'm not sure what year it was but it had to be unlocked manually with the key. I was certain we would have to get out and push it up a few hills too. We saw one family who waited about 2 hours to rent a car only to find that it had 2 flat tires. Friends that met us the second day rented a car too...a Tata. If you've heard of it you must have been to India, because that's where they're made.
3. From the Alcazba parking garage under the tunnel walk to the nearest intersection, turn left, pass the Roman ruins and you will find the entrance to the Alcazaba on the left. Once you enter you will see two small signs, one for left, one for right. Go left. This will take you into to the actual Alcazaba. There's not much to see if you choose right and you can't get to the top of the mountain from there either.
4. To get to the fortress at the top of the mountain from the Alcazaba you have to exit and turn left onto Paseo de Juan Temboury. Then hike up a really big mountain. If you, or anyone you are with is whiny or has a heart or lung condition, do not go to see the fortress. We did, it was great exercise and a great view...but not that great. The best part is a great view of the Malaga bull ring. There is a small snack shop at the top and you will need water once you get there. Some overachiever guy ran up and down in the time it took us to get about 3/4 the way up. Gunner.
5. There are tourist areas of Malaga that are very UK...which is almost very US...which is very un-Spain. You will feel right at home with English speakers and familiar foods. Some people like this. It is definitely not my thing at all. I did not move to Spain to speak English or eat hamburgers and fries.