The super-modern train station is near the bus station, a 15-minute walk from the city centre. Destinations include Córdoba (€27.50, one hour, 19 daily), Seville (€24, 2¾ hours, 11 daily) and Madrid (€80, 2¾ hours, …
The main international gateway to Andalucía, Málaga's airport is 9km southwest of the city centre. It's a major hub in southern Spain, serving top global carriers as well as budget airlines.
For sturdier bikes to get you out into the mountainous white villages, these guys have the necessary means. Check the website for some good recommended bike routes.
Many coastal buses stop here in the city centre near the Plaza de la Marina. There are also several ticket booths on site.
Trasmediterránea operates a ferry (6¼ hours) daily year-round to/from Melilla (passenger only/passenger and car €40/126).
Málaga’s bus station is 1km southwest of the city centre and has links to all major cities in Spain.