Most passengers flying into Gibraltar Airport now use it as a direct-route into Southern Spain - at nearly 2 hours South of Malaga it's an ideal location for quick access to Estepona, although flights to the rock tend to me more pricey than into Malaga where there's lot's more competition...
On arrival, walk across the frontier (the airport lies literally just inside the fence) and you'll find your Spanish registered, Spanish number plated cars waiting for you at our local offices. It makes for a quick getaway and once you're inside Spain, your car is just like everyone else's!.
PS : Gibraltar has one of the shortest runways in the world, so be prepared for some pretty fierce braking on landing!!