If you fancy doing it by yourself, there's a youth hostal that's open out of season in Prado Llano. I did it in late November which is about as late as you can go before the snow starts yet the ski resort isn't open. Cheap flights to Malaga can be had and the ride up from the coast is quite fun, if long and steep. Take a couple of days cycling up through Granada (go see the Alhambra) and stay in the youth hostal then mess about around the Observatory and the tracks down to the hydro electric plant then down to the GR411 and Bubion and back to the coast in a day it's about 160miles downhill to Malaga IIRC ;-)

If you sleep out on the hills, watch out for the wild pigs.