You will find places like this in most Spanish towns.
Mercado Municipal (Marbella, Fuengirola)
The covered marketplaces in Marbella and Fuengirola have sections with stands for fruits and vegetables, meat, fish and spices and nuts. They open in the morning and close at lunchtime. These marketplaces are perfect for getting your fresh ingredients.
Mercado Málaga and Mercado Merced
The covered market in Málaga (Atarazanes) is worth a visit even if you are not going for shopping (but it is highly recomended just to support the hard working small business owners) The historic building was built in 1879 and was raised round the remains of an old Moorish (Nazarí) gate. The mix of architecture is simply stunning and the place is always full of energy and life. The Mercado de Merced used to be a covered marketplace like the Atarazanes market but it has been converted in a gourmet markethall/foodhall type of building. This is the perfect place for having a beer and tapas with friends before visiting the towns nightlife or the nearby theater.
Ecological markets in different locations: a consortium of vendors of ecological products organizes open air markets in different locations. On saturdaymornings one time a month they are in Elviria next to the shopping area. You will find organically baked bread by a German bakery (who as well run the german bakery in Elviria), fruits and vegetables straight from the farmland in the Guadalhorce valley, wines and spices
if you like your products as fresh as possible and at a good price we can recomend you to drive 30 minutes inland and visit one of the wholesellers markets in Coín. They also sell to the general public and have seasonal local products of the highest quality at wholesale prices. Pick up your oranges there at 30 cents a kilo for example.
Local street markets
All towns have their weekly street markets. Marbella has one near the centro de Salud Albarizas every monday, La Cala de Mijas has a street market on wednesdays and saturdays. Nueva Andalucia has one on Saturday mornings.