See also: How to Get from City to City in Spain
Until 2007, the only Spanish airports to have flights from outside Europe were Madrid's Barajas airport and Barcelona airport. In 2007, Delta Airlines announced they would start flying to Malaga from JFK airport in New York. This makes Malaga the third airport in Spain to have flights from the US, after Madrid and Barcelona. Read more about Direct Flights to Spain from the US.
Look at these transport times between Madrid, Barcelona and Malaga to help you decide where you should start your Spanish vacation. Remember to also check with airlines that offer Internal Flights in Spain as this will almost certainly be the quickest way to get to your destination.