Hi Carol. Cheapest way from Malaga is train to Fuengirola (2.50 euros), then the Marbella bus (1.20 euros), getting off at the Miraflores stop. Weather? T-shirt, or coat and scarf? I'd bring all three. I am also heading out there this month, and know all too well that there are no guarantees at this time of year. Could be lovely, could be horrid. It's fingers crossed.
Your nearest shopping centre is the huge Miramar complex (see link) in Fuengirola. You can buy just about anything here, including cigarettes, currently 31 euros for 200 B&H, but half that if you buy in Gibraltar.
On the Rock, however, 200 is your limit, while you can take 3,200 home if you buy duty paid in a Spanish Tabac.
While there are decent restaurants around Miraflores (the Garden Bar beachside being one), the choice in Fuengirola itself is huge, with Don Pe, Casa Roberto's and Moochers worth seeking out.
Miraflores is next door (as in adjoining) Riviera del Sol, so the second link I include is worth looking at, too.
Hope this helps. Tony.
http://www.malaga-airport-guide.com/miramar-shopping-complex.html
http://www.rivieradelsol.co.uk/4655/index.html

Tony, many thanks for all the info