And to visit, go to Mijas, La Cala and for the jet set Puerto Banus.
PB is well expensive and full of sniffed up brits and brasses.
Thats why I said it was for the jet set. Within 2 mins of arriving there, we saw 3 Ferraris an Aston and a Bugatti Veyron.
Well worth going though, fabulous beach.
avoid gibraltar, total shithole. If you are going along the coast check out a restaurant called sardinales on the beach by elviria (near marbella).
Malaga is great for nightlife, take a daytrip up to mijas in the mountains, beautiful andulcian village, there is a great restaurant there called alcazbar that overlooks fuengirola, try the pequnos, delicious.