The Telegraph' marks these two Malaga coastal towns as two of the best in Spain:

It goes without saying that Malaga is one of the top destinations for British tourists every year, especially in summer but also in all other seasons.
The climate, much milder in terms of cold than in the UK, makes them choose Malaga again and again, but also as many points of Spanish geography, especially its coastal spots.
The British daily The Telegraph has compiled a list of the 20 best coastal villages in Spain, including two in the province of Málaga.
We’re talking aboutEstepona and Nerja, the two municipalities that can’t be missed on a trip to the Spanish coast according to this media outlet, one of the most widely read every day in the whole of the UK.
“Estepona, at the western end of the Costa del Sol, with a growing number of luxury hotels in and around the attractive town”, The Telegraph has since reported on Estepona, which they see as a place fully equipped for leisure and comfort, but which has not lost its essence despite this: “Although it has been an established tourist center for decades, it has lost little of its traditional character”.

Estepona is ranked as the fifth best destination in Spain, surpassed only by four other villages: Sitges (4th), Tarifa (3rd), Cadaqués (2nd) and Sanlúcar de Barrameda, at the top of the list.

On Nerja also mentioned that, although it is a regular and sometimes crowded vacation destination, particularly in the more intense summer months of July and August.
The town has managed to “retain much of its essence despite being a popular vacation destination”.
There’s no doubt that Nerja boasts some of the finest beaches not only in Málaga, but also in Andalusia and Spain, although it offers not only sun and beach, but also much more inland. The Telegraph’s list of Spain’s best coastal towns: