"Wonderful place in the off-season"
I just got back from Andalusia in January and had a great time. The weather was a balmy 15-18 degrees every day, and while not warm enough for the beach, was much nicer than the below zero back home in the USA. My friends and I stayed in the Club Bena Vista, which is in Estepona, but still 10 km from the center of town... but a real steal during the off season.
Estepona made for a great juming off point... during our eight days in Andalusia we drove over 2300 km and visited Gibraltar (45 mins), Morrocco, Cordoba (2 1/2 hours), Granada (2 1/2 hours), Ronda (50 mins), Malaga (45 mins). We also spent a lot of time on the beach towns of the Costa-del-sol for dinner and night life.