Madrid to Marbella
 

We are flying into Madrid and our first hotel is in Marbella. Is it best to fly or take the train from Madrid to Marbella? We would prefer the train if it's accessible from the airport and reasonable. Also when we are in the Marbella area, we want to visit Málaga, Granada, Córdoba and Sevilla. Does anyone have suggestions on transportation? We are willing to drive, but are worried about traffic and parking. Does the train system make sense? We read that the busses are slow, (though inexpensive). We are four women coming from the States. Thanks for your help.

There are other posts about the train from Madrid airport to Atocha railway station, where you can take the AVE train to Malaga. Being trains, traffic jams wont affect you.
Once in Malaga, the only way to Marbella is by Bus or Car. No train. Seville and Cordoba are easily doable by train, but you'll need to get to the station first. Granada is best by bus. Buses are not slow.
Being four I rec. you hire a car. Being in Marbella it'll be expensive hire taxis.

Hello - I second the car recommendation. If you are 4 ladies, and all live in areas where you drive frequently (not NYC, for example) I would bet that at least one of you will be comfortable with the cars and roads. do remember: many European rental cars are still standard transmission.
You don't mention when you are heading to Spain, nor where your "other" hotels are. We are going there next April, 2012 (I'm actually just today requesting itinerary critique for our 3 1/2 week trip around Spain), and my real question to you is: are you sure Marbella is the right base for you while you visit Sevilla, Cordoba, and Grenada. all of these (directly by car) are about 2 1/2 hours from Marbella, give or take a bit. for Sevilla and Cordoba, you can indeed go back to Malaga (about 40 minutes from Marbella), and take the train, but you'll still be several hours by train each way. (renfe.com is the Spain train system website, and quite easy to use for schedules.)
For our own trip, we're going to stay in Sevilla for 3 nights, visiting Cordoba by high-speed train one of the days (just over 30 minutes each way). After Sevilla, we are also headed to Marbella area, where we join other couples for a golf trip for the men & touring etc for the ladies. (We've already been to Grenada, so that's not on our list, but again seems more easily reachable from Sevilla or Cordoba.) From Marbella, we plan wanderings to Ronda, Arcos de la Frontera, and Malaga.
Hope this helps - and have a great trip!