I'm in Benalmadena right now, on the second last day of a 17-day break. The weather has been very mixed with some days very sunny and warm, (the temperature was in the high 80s on the last Friday and Saturday of February), but it is now raining and has been for the past two days.
The forecast is for the weather to pick up again over the coming weekend, so hopefully you will get it nice when you are here. I would suggest a cardigan / sweater / light jacket for wearting at night though, as it can still get a bit chilly when the wind blows in over the mountains.
As for bars and restaurants, most places are now opened for the season, especially along the Paseo Maritimo and in the Marina. Where will you be staying?