I used these www.malagatransfer.co.uk who were very reliable. However, I used a taxi on the way back and it was cheaper and just as easy.I was travelling to and from the port of Malaga.
Why not cross through the car park and out to the train station across the road. That's what I do. Bring a pocketful of coins for the ticket machine. Which resort are you going to?
a2b transfers from Malaga airport to Fungirola costs €36 return for two people so judge it on that. I have used them before in Portugal and they are very reliable