Take the bus 2 at from Alameda Principal (the main local bus station) until the last stop. The bus will leave you directly on the ramp to the motorway. As you can see on the map, there is a street next to the motorway which leads after 1 km to a Repsol petrol station which should be good for hitchhiking north. Don't walk on the motorway (it is illegal and not safe) but on this side road.
It is also possible to walk there, about 60 minutes from the city center (Alameda Principal). Just start walking up the river until you have almost left the city and see a Repsol on the right hand side (do not try to hitchhike from this Rapsol though, walk to the other one as described above!).
Next to the football stadium, take the street Av. de Valle Inclan.
On the from the service station Arroyo de la Miel:
Take the Cercanías train to El Pinillo (30 minutes). Then walk 1 km northwest through the streets. At the end of the road Calle de Vicente Blanch Picot there is a tunnel for crossing the motorway.
On the entrance roundabout
Take the same train Cercanías but get off one stop later at Benalmádena-Arroyo de la Miel. Walk 1 km north to A-7, cross it under and there are a lot of cars at the roundabout entering A-7 and there's enough space to stop.
Walk or take the bus M-160 to "La Cala". From there, walk north through "Calle Aroyo Totalán", go up and pass the shopping center on your left and from here, you will see the A-7 highway crossing the MA-24 in front of you. Just walk a bit along the MA-24 until you get to the roundabout under the highway crossing. Here, you can stand on the ramp joining A-7. The ramp is straight and there is plenty space to stop. https://goo.gl/maps/NxyAAqz1yZk
There is a Repsol gas station on the N-340 at the end of the beach in El Palo above the marina. There are not many cars passing by though. You might get away with hitching from here as the cars passing though will probably go joining the A-7 or continuing the N-340 eastbound. You can get here by walk or taking the 11 bus to the terminal station and walking a bit east / bus 160 till stop Gasolinera El Candado https://goo.gl/maps/1AHC6GiX2ZE2
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There are free showers on the beach near the "Malagueta" sign.