I like La Carihuela which is midway between Torremolinos and Benalmadena but without the brashness. Theres a lovely long beach, many places to eat and a pedestrian shopping street that runs parallel to the promenade. You are within easy reach of the water park in torremolinos with the crocodile park also nearby. Other resorts from Malaga to fuengirola are easily reached via the train which is cheap, fast, and regular. There is also a good bus service that serves the whole coast. My other favourite is Los boliches just outside Fuengirola, theres a great beach and many eating places, again its less brash then Fuengirola itself but perhaps theres less on the door step for young children even though attractions are within an easy bus ride. The weather is superb from May to October, ive been also in December and March when you could wear a t-shirt during the day but needed a jumper at night time. I hope the following link will give you a better idea.