Do Marbella on public transport, there are lots of local companies that do trips to various places including Gibraltar, you can do a shopping only trip or a trip to include the Rock, apes, tunnels etc. Rubens is a company that lots of people use.
There's lots of Agencies around town. As CJ has said Rubens is one. There's another just opposite the Renfe station in Plaza De La Nogalera. What you should try to avoid is booking it through the hotel, that will be the most expensive option. Be aware however that most of the trips to Gibraltar will probably stop at multiple hotels and resorts along the coast before actually heading off. It's incredibly tiresome, but a necessary evil I guess.
-:- Message from TripAdvisor staff -:-
This topic has been closed to new posts due to inactivity. We hope you'll join the conversation by posting to an open topic or starting a new one.
To review the TripAdvisor Forums Posting Guidelines, please follow this link: http://www.tripadvisor.com/pages/forums_posting_guidelines.html
We remove posts that do not follow our posting guidelines, and we reserve the right to remove any post for any reason.