The best seats are of course more expensive. Also bear in mind that season ticket holders make about 90% of the stadium capacity, and that cheaper season tickets sell out faster, and so individual fixtures tickets at certain areas are hard to come by.
"Tribuna" is the more expensive area. I'd recommend you to buy tickets in this area since it tends to sell out less often, on the one hand, and you can get a pretty view of the most active Málaga CF fans, the Malaka Hinchas, on the other hand.
"Preferencia" is less expensive but in front of you you'll have the boring people of "Tribuna" such as myself.