first off the advice thats already been given is quite correct.
Although it is worth noting that although prices dropped quite a bit from 4th quarter 2006 to 4th quater 2007 in marbella. from then till now supposedly, prices in Marbella have started rising. I beleive it was from an article in the Sur from last week or the week before.
There are also areas just outside of marbella, 5/10 minutes travelling distance where you might get more bang for your buck.
Rent first, and shop around.