Went in May....not to appts but to la cala. You must visit Mijas village it is so pretty, you can travel by bus (1.10 euros each) to Fuengirola then transfer from there. Fuengirola is about 4 miles away, but personally I did not like it, but has a great bus service to other places. If you go to Mijas make sure you go up to the bullring and absorb the wonderful view.
We ate at the Mijas Costa one night, and it was very classy and the food was great...nice for a treat but with kids perhaps a little expensive for every night. The Newmarket was a nice eatting place too.
The supermarket was very well stocked in La Cala and sold the most wonderful pastries.
You must go to the market which is held every wed and sat in la cala also.
The sea was too cold as we went early season, but the beach was clean.
Every time we walked past the old fishing boat that stood on the beach, there was a spaniard cooking sardines and they smelt absolutely wonderful...we kept saying 'we'll have some of the before we fly home' but we never did....be sure to try them for us!!
Regards
gilly

Good news on the transport front is that over the summer months (June-September) there is a now a twice-a-day bus service from La Cala to Mijas Pueblo, avoiding the need to go via Fuengirola. It costs a flat 1.15 euros. First bus from La Cala is 2.30pm and the next 7pm.

awww thanks guys for the info.. Im sure my husband will be first in the queue for the sardines!! Off first thing tomorrow so.... adios amigos !!