Can't remember whether you've been to El Chorro? Really great area.
Low cost plan is to:
Jet2 or Sleazy Jet from LABIA to Malaga
Depending on how many of you there are/aren't, it may be more economical to get the train to El Chorro or to hire a car. Car hire is generally quite cheap at that time as Malaga has ranks and ranks of cars sitting unused during the off-season.
Advantages of the car are that you can easily get to places like Desplom without hitching, makes the walk ins a bit shorter, can easily get to the shops (this may make the car a more economical option, see below), so if you can afford it it's worth it.
Olive Branch is de-rigeur accomodation. Cheap and friendly. Anarchist commune vibe. Don't play Gary at pool. They will lend you a tent and foam to sleep on at a small additional cost. The tents are huge pop up things and I can vouch for them being comfortable and very waterproof.
Olive Branch can feed you dinner (not so sure about breakfasts and lunch) and you can buy beer out of the fridge - this is not mega expensive by UK eating/drinking out standards but compared to what you can buy it for in the shops there is some considerable mark up there (which is fair enough, you are paying for the convenience) - hence why it may be more economical to get a car and DIY on the grub.
There's stacks of climbing to go at. Some really awesome multipitches. The scale of difficulty/adventure you can pack into your climbing is only really limited by your imagination (see Jacob Cook's solo aid stuff, 31 pitch link ups of multipitches in a day.
I seem to remember you've been? Never mind, always good to chat about El Chorro.