Benalmadena Palace (Benalmadena costa del sol). The kids club there is fantastic, we were there 2 yrs ago, with 12 yr old, and his friend, they were never bored, numerous day and evening activities for them!They begged us to go back again the following year!, They offer self catering, or you can upgrade to half board (Cheaper to do that when you arrive, rather than through TA, as you can book for 1 day at a time!)
Regards, belly!