Travel from Madrid to Malaga Spain

You can fly or rent a car and drive. Malaga has quite a large airport. Iberia and Air Europa fly non stop 1hr 15mins.

While you certainly could drive or fly, either of those options will be much slower than traveling by rail. An AVE train can take as little as 2 hr. 28 min.--not bad for a trip of about 330 miles.

I think there are 9 non-stop flights a day and some budget airline flights are inexpensive. That would be the preferable way to travel.

This is an example that Spain is a pretty large country.

I strongly disagree that a budget airline flight would be the the preferable way to travel. Sure, they can be cheap, but the train is even cheaper. Book in advance and you can get a train ticket for €18, I don't think you'll find a flight that is cheaper. Especially after you add the cost of travelling to and from the airports.

Driving is 5.5 hours from Madrid’s airport to Malaga without stops. Depending on how much time you have and the number of places you’d like to visit in between the two cities, driving could be a preferred option. However, if only going from point A directly to B, driving wouldn’t make sense.

The most convenient is train, I just booked the same trip (just the other way around) with Renfe AVE, 2.5h trip by rail and very reasonably priced. Tip: if you can choose, book Tuesday/Wednesday at least 2-3 weeks prior, it's always much cheaper than other days of the week.

Details matter--do you need to get there right away, or do you want to meander for example?