Try the town hall of Marbella you have an agenda with all the upcoming events:
http://www.marbella.es/portal/index.php?option=com_events&Itemid=95&lang=en
Also see the one for Estepona:
http://www.estepona.es/turismo/feryfie.asp?lang=2
You also have the Andalucía tourist board:
http://www.andalucia.org/modulos.php?modulo=Index&nuevoidioma=eng
And as a reminder for golfers you can book your discounted green fees on the Costa del Sol at: www.GreatGolf.com