If you plan on staying at resort, US $$$ will work well...but outside of the resort, local markets, buses and vendors will prefer pesos and, no exchange rate issues to worry about. I always get $5000 MX ($300 US) before I leave here in texas and bring back ...
Online booking for hotels in Marbella, Spain. Good availability and great rates. Cheap and secure, pay at the hotel, no booking fees.