Hi and welcome Rob!
Where in Canada are you from?, I always wanted to visit that country
About New Year´s Eve, you can celebrate it at most of the main squares at each munincipality. As example, you can check the video below which is a New Year´s eve celebration in Coin, Malaga (interior white village)
http://www.youtube.com/results?search_q ... +year+coin
You can check on youtube for other celebrations in Malaga, so you can decide where would you like to go
About the bus from Malaga airport to Benalmadena
, its a little bit complicated...the only bus to that area is outside the airport. You have to go straight to the South, and there is a bus stop under the bridge. Another option is to take a bus or train (last stop) to Malaga city center (muelle Heredia bus station) from Malaga airport and take a bus to Benalmadena from there.
My recommendation would be to take a taxi or to hire a car, Benalmadena
as you can see will bring you some headaches if you choose the bus. However it is possible to do, let me know if need some indications in a map.