Hey
I have been to Granada and Cordoba but infortunately not to Malaga or Seville, personally I thought Granada was an amazing place, its so beautiful, surrounded by the mountains and the Alhambra palace is a must see - although you have to order tickets in advance so I would do that before you go, I didn't know that and was quite dissappointed after walking in the blistering heat up the mountain to find we couldn't go inside!! I think Granada will be cold in October, although its in the south and its usually an oven..Granada is cold due to the Sierra Navada. I went in May and it was roasting but my friend went in October and said it was really sunny but there was a cold wind. I'm not sure how old you are but if you are interested in going out there is an amazing club built into the moutain side called El Camborio, its quite a big club but there are different parts to it, there is a chilled out area and an outside area where you can sit with a drink and see the Alhambra lit up! Also, Granada is most famous for tapas - you can get full meals for free!! I didn't believe this until i was actually there, me and my friends bought a small beer each and got a plate with three baguettes with chorizo (sausage) chips and olives!
I didnt find Cordoba as impressive, it is nice but quite small and you could generally see the main sights in a day, the Mesquita is the biggest tourist attraction - a famous mosque. Next to the Mesquita there is a long bridge you can walk over - the water under it is not very clean unfortunately - but you can get nice photos here. I was warned not to go
further than the bridge as the other side of the bridge is a rough area. There are nice small winding streets with tapas bars and you can eat really cheaply there.
I have heard that Sevilla is an amazing city with a great atmosphere, I think 2 days in each place is a good idea as it means your not too rushed and if you do really like the place you are in you know you have another day to enjoy
Although I have to admit I'd rather spend more time in Granada or Sevilla than Cordoba.
Oh meant to say I think everywhere other than Granada will still be really warm in October, I had friends living in Cordoba and Seville and in October they were still going to uni wearing shorts and flip flops 
Have a good trip
[ Edit: Edited on Sep 12, 2008, at 2:21 AM by hellosweet ]