Puerto Banús itself is walkable, but the villas above it and the drive along to Marbella old town or Estepona aren't. This page covers both ends of the range — practical compacts for getting around, and the convertibles and performance cars the marina is known for.
Delivery straight to the marina or a nearby hotel is available from several suppliers listed here; parking at your accommodation is worth confirming before booking anything larger than a compact, since some of the older villa complexes have tight access.