I need to hire a car at the airport in Spain, can I just do it at the airport?

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I am going to be taking a trip to Malaga but I've never really been on a trip before where everything wasn't planned out ahead of time by my company. This this is going to be a vacation, not a business trip, so I have to do it all myself. I probably sound silly but I'm wondering if I need to go online to one of those places like here ( http://www.ecarz.co.uk/ ) and set up the rental before hand, or if I can just show up when I get there and rent one then. I prefer to play things by ear like that, but I have two concerns. One, what if they like run out of cars or something before I get there, and two, I've heard you can get better prices online. So, for those of you who travel a lot, is this something I should do beforehand, or can I just show up and do it on the spot? Thanks!