C.S.
Well, I haven't been to Marbella since 1998 but I've been to Spain recently. The crime in Spain has increased - a lot - so know that ahead of time and take appropriate precautions. Unemployment in Spain is really high right now and I am sure that is part of the reason for the increase in crime. Also, Barcelona is currently known as the human trafficking capital of the world. Things have changed drastically. While in Barelona a month ago - we had trouble on the metro (watched someone get mugged in broad daylight) and someone tried to pick-pocket me. I hollered at him in Spanish to leave me alone and he did.
Register with the US State Department and keep yourself informed:
http://travel.state.gov/travel/cis_pa_tw/cis/cis_1024.html
Get a good travel book - Foder's, Frommer's, Lonely Planet, etc and read it before you go. If you are interested in culture - Spain is Different is one of my favorite books. I used an Italian pre-pay cell phone - just took the chip out and bought pre-pay cards there.
Good luck! C.