Thanks for all the advice. I am back safe and sound from my short trip to Murcia.
I travelled with Ryanair from East Midlands. I managed quite easily to do the online check in and print a boarding pass at an internet cafe in Mazarron. It couldn't have been simpler. The hardest bit was asking the Spanish owner if they had a printer!
Security was very tight at Murcia and there is no way I would have got near the plane without a boarding pass. I also had priority boarding and they were very strict with the queue jumpers who tried to get on without this.
Now that I have successfully managed I shall opt for this option everytime!