From Alhaurin el Grande you will be about 30 mins from the coast - you can either go across country to Fuengirola (good choice of beaches, should be reasonably easy to park in May) or down past Churriana (near the airport) to the beaches in Torremolinos or Benalmadena - again you should find easy parking in May and the beaches quite empty during the week. Beware the beach near the Parador golf course by Malaga airport - it's a nudist beach!!

On the way from Alhaurin to Fuengirola take the La Cala exit and there is a very nice family oriented beach there, less busy than Fuengirola.
Nicest beach on that stretch is Cabopino, take the coast road towards Marbella. On one hand there are lots of restaurants and bars and water sports but also a natural unspoilt beach with sand dunes.

I have heard good things about Cabo Pino will definitely go there.

Thanks

That La Cala exit Big Chiv refers to is easy to miss coming down from Alhaurin. Yes, keep looking for the signs, not only to it, but to Santana Golf Course, which is on the same La Cala stretch. If you find yourself at the Tamisa Golf Hotel, you have gone past the turn-off.