The trip to Estepona...

From England by plane.
The Costa del Sol covers a coastline of approximately 300 kilometres that begins east of Malaga and ends at the Rock of Gibraltar. Estepona is located approximately in the middle, 20 minutes west of Marbella.
The nearest airport, Malaga, is a 1.5-hour flight from France.
Estepona is now easily accessible for many French people in 50 minutes by car from Malaga airport (75 km). Partly thanks to the recently improved toll road network in the province of Málaga: a straight toll road (AP-7) and/or a coastal road (A-7) takes you directly to Estepona.

Car rental Malaga Airport. 

There are several car rental companies located at the airport. There are also a number of rental companies just outside the airport that will take you to the company with a free shuttle. In addition, they will also take you back to the Terminal upon departure. It is cheaper to book via comparison sites and not directly via the supplier's website. Some good comparison sites are: Ryanair Autoverhuur, Booking.com autoverhuur, Easyterra and Rental Cars. It is best to book your car well in advance, especially during (school) holiday periods. Once you arrive at Malaga Airport, you will find the car rental companies under the baggage claim. This is also clearly signposted. On the way back, follow the signs ("Return of car rental"). Most car rental companies do not allow you to take the rental car to Morocco. Rental companies located just outside the airport that offer a shuttle service include: Malagacar.com and Marbesol. These shuttle services are located outside the arrivals hall. Please note that with all rental companies you must have a valid driving license and a credit card!
It is also possible to get to Estepona by bus. There is a direct bus service from Malaga airport, this service is operated by Avanza. This journey takes about an hour. Tickets for this can easily be purchased online. Unfortunately there is no train to Estepona. If you do not want to hire a car and do not feel like taking the bus, a taxi is also an option. There are many providers available via the internet, but pay close attention to the prices as these can vary enormously. Some cheaper taxi services are: Happy Tranfers and Estopona Taxis.
Although flying is the quickest and most comfortable way to travel for us, the drive to Estepona takes around 20 hours from the north of France and 10 hours from the south of France. In this case, most people from the North of France make an overnight stop in the South of France or the North of Spain. Car rental is very affordable in Spain and is therefore in most cases the best option in combination with the plane.