Travelling in Costa del Sol is quiet easy because the National-340 motorway or the N-340 exists. This road will make it simple for you to travel from one end of the coast to the other, by car. Just be reminded though that during holidays and the peak season (June to August), this road will be quiet full and you will experience delays in some parts.
As for travelling by train, you can only do this from Fuengirola to Malaga and vice versa. If you want to ride the bus, then know that wherever town or city you find yourself in, you will be able to access a municipal network of public buses for your transportation. If you are looking for inter-municipal bus services, it is advisable that you find these in larger towns. To make things really easy, you can participate in organised bus trips catered by travel agencies. There are also free bus trips to wineries and mountain villages.
Other ways of getting around Costa del Sol is by bike, motor scooter, and taxi. If you like to bike around, beach-side walkways are for you. If you go around by motor scooter, you have to possess a license and must always wear the prescribed helmet. As for Costa del Sol taxis, every city and town has them. Some towns have taxi shortage though, so be prepared for long waits. Aside from all these, you can always see Costa del Sol up close and personal by walking around. In fact, the difficult parking situations in many areas can be an excellent reason to get around on foot.
With all these, we you can now experience Costa del Sol more fully - so enjoy!