Groceries
Mercadona
One of the largest supermarket chains in Spain, which offers a typical Spanish products. In Malaga Centro Historico the nearest you can find in Calle Gutenburg (near Port) and Avenida Arroyo de los Angelos (near the river).
Super Sol
Chain of mini supermarkets, which are easiest to spot in the center of Malaga. This is your location where you can buy practically everything you need and for a small price.
"Russian"
If someone does not like this Spanish food, or alcohol he can do shopping at a small Russian shop with many Polish products, which is located at Calle Trinidad Grund (near the port). For Poles that live in Malaga it is a special place :)
Eroski
Another Spanish supermarket chain, which definitely stands out because of variety of all kinds of household products, food and alcohol. You can find it, among others, in the shopping center Centro Larios.
Lidl
If you need to do a little more shopping then Lidl is the best place for you. The same products , or similar to those, which are in UK stores, and the prices are quite affordable. You can find the nearest one in the center on Calle Hilera (near El Corte Ingles).
El Corte Ingles
It is the most famous shopping centers chain in Spain, where you will also find a supermarket with products from around the world. Although you can find here much more than in a typical store, the prices tend to be much higher.