Trip to Andalucia in January

Is it your first time to Andalusia?
The four 'biggies' are ...
Alhambra, Granada
Mezquita, Cordoba
Alcazar, Sevilla
Cathedral, Sevilla
Are you committed to arriving and departing thru Malaga?
Open jaw thru Granada & Sevilla is more efficient with your short time frame.
Ice in January may be a factor to consider with roads, especially around Ronda.
With only 6 nights I would suggest ... Sevilla (2 nts) >> Cordoba (1 nt) >> Ronda (1 nt) >> Granada (2 nts)

Why base in Ronda - that's a lot of driving back and forth? A loop route would be more efficient. Also Granada is not well connected by train, easier to drive from Ronda to Granada to Malaga.

No one can know whether you'll have sunny skies or rain for part or all of your week. As David says, the top sights are in Seville, Cordoba and Granada. You could take the train from Malaga to Seville to Cordoba. Then train or bus to Granada. Then bus or bus/train to Malaga. The white villages are lovely in sunshine, not so pretty if it's raining. The drives to/from Ronda will include 1-2 hours of hills (up, down, curves) on 2-lane roads. If you get stuck behind a slow-moving vehicle the drives will be longer. If it's foggy (happens), it will be even slower and not at all scenic.

Use google maps or viamichelin.com to see the driving times and distances between your cities. Use bahn.de to see train schedules. Try autoeurope.com to look for rental rates.

You can see a horse show in Cordoba at the Royal Stables. There are shows on Wed, Fri and Sat evenings through December. The schedule for January will probably be the same.

Day 1. Fly to Malaga and rent a car at AGP
Day 2. Ronda - visit Granzalema - Zahara and back to Ronda
Day 3. Explore more of Ronda and maybe Setenil de las Bodegas and go to Granada
Day 4 - Granada and the Alhambra
Day 5 - Granada and go to Cordoba
Day 6 - Cordoba and horse show at Real Caballeria
Day 7 - Return to Malaga and take flight back

Thanks so much for all your suggestions. I understand Seville is the main attraction, but we wanted to club country side along with the major towns. And probably another trip to Seville and Arcos later in the year. However, based on the suggestions have redone the itineraries.

First option -
Day 1. Fly to Malaga, rent a car and head to Ronda
Day 2. Spend the day in Ronda - do we need a full day in Ronda?
Day 3. Ronda - visit Granzalema - Zahara and back to Ronda
Day 4 - Drive to Granada and visit Setenil de las Bodegas on the way. Drop the car in Granda
Day 5 - Granda
Day 6 - Granada - can we do a day trip to Cordoba here?
Day 7 - Return to Malaga and take flight back

Second option -
Day 1. Fly to Malaga, rent a car and head to Ronda
Day 2. Ronda - visit Granzalema - Zahara and back to Ronda
Day 3. Drive to Granada and visit Setenil de las Bodegas on the way. Drop the car in Granada
Day 4. Granada
Day 5. Granada
Day 6. Cordoba - can we do a day trip to Cordoba here? or stay night there?
Day 7. Return to Malaga and take flight back

Third option -
Day 1. Fly to Malaga, head to Seville by train
Day 2. Seville
Day 3. Seville and to Cordoba for night by train
Day 4. Cordoba and to Granada for night by train
Day 5. Granada
Day 6. Granada
Day 7. Return to Malaga and take flight back

Looking forward for responses. Thanks a ton on this.

Basically 2 decisions to make ...
1) Rental car or public transport ?
2) Ronda or Seville ?

Seems you are wedded to entry and exit via Malaga, and I am thinking you may be best spending your final night there. Malaga >> Ronda or Seville (2 nts) >> Cordoba (1 nt) >> Granada (2 nts) >> Malaga (1 nt)

I think if you decide to drive then choose Ronda, and if you decide to train then choose Sevilla.

Thanks, David..
I was going through about the transport between Cordoba to Granada and then Granada to Malaga. There are no direct trains and not that frequent too. Is bus the only option?

Train services to Granada are disrupted due to upgrading of the line for high speed services.
Buses currently replace trains on the section in to Granada.

AVE 2072 Dep 09:02 CORDOBA-CENTRAL (Spain) Arr 09:37 ANTEQUERA-SANTA ANA (Spain)
T 88072 Dep 09:55 ANTEQUERA-SANTA ANA (Spain) Arr 11:15 GRANADA (Spain)

TRN13943 Dep 11:24 GRANADA (Spain) Arr 12:58 ANTEQUERA-SANTA ANA (Spain)
AVE 2112 Dep 13:53 ANTEQUERA-SANTA ANA (Spain) Arr 14:17 MALAGA MARIA ZAMBRANO (Spain)

I took buses from Cordoba to Granada (about 3 hours) and Granada to Malaga (about 2 hours). This was in 2006, so the train service was not disrupted, but the buses were faster and direct on those routes. If you're worried about Spanish buses, you need to know it's nothing like Greyhound - you get a reserved seat, and the rides are fine. So the bus works fine on these routes.