Mostly Malaga and Marbella. Incredible golf there. Its where all the Euros come to golf in Winter months. Tons of courses all over and reasonable prices. I loved Finca Cortesin. Played it several times. They play DP Tour events there. Valderama is nearby but you'll only get on with a member. (you're a good talker so it may be worth a try - I got an invite but it cancelled last minute and they wouldn't let me play). I heard they even charged Rory to play there.

There is a Marriott vacation club in that area that's nice. We didnt stay there but we checked it out for a future visit.
Great day trips from there as a base. Genada, Sevilla and Cordoba are all cool. Our two favorite day trips were a ferry ride to Tangier Morocco and a day in Gibraltar (easy drive from Marbella or Malaga. We did all the touristy things in both places and had a blast. Rode a camel, watched a snake charmer, shopped in the Casbah and had a traditional Moroccan meal. Its a full day but fun.

Gibraltar is like stepping out of spain into London. It's all British, including the currency (pounds). Spain thinks it should belong to them. You literally cross the border by driving across an active runway of the Gibraltar airport. Literally a road right through the runway.

We toured the military tunnels that were used in war times. Had some fish and chips on the main walking street and visited the monkeys on the top of the hill. They are aggressive so be careful.