A convertible on the coast road between Málaga and Marbella is one of the better arguments for renting rather than relying on taxis — this page covers the range from a compact Mini or 500C up to genuine performance convertibles.
Roof type is worth checking before booking: soft-top convertibles are lighter and cheaper but slower to put up if the weather turns, while hard-top folding roofs cost more but seal better and store luggage less awkwardly. Each listing states which type it is.