Must admit I was slightly disappointed with Marbella, when we went there for the day. Beach looked ok, but not as good as the one we go to at Estepona.
We stay at a member of my clubs place at Flamingos golf course, which is lovely. Second course, Alferini is even better, and the longest course I have ever played. Top course in the area is Finca Cortesin, just north of Estepona, which is superb, but very pricey.
Puerto Banus is worth a going to, if just to see how the wealthy really live. Amazing boats and cars, and all the top shops, at top prices. I am lead to believe there are some rather 'classy' strip clubs as well.