Malaga is the best place on the Costa del Sol for your studies. The beaches are ok but as you say not the best.

However, what you can do is get the train from Malaga and stop of at the many beaches on route to Fuengirola and pay around just under 2 euros for the pleasure. You may be able to buy a season or year ticket to travel on the train I am not sure, but for yor studies Malaga has to be your base.

Good luck

Hi

I would definitely agree that Malaga is the place to be to learn the lingo.
I have had very good reports about this University for foreigners http://www.uma.es/estudios/extranj/extranjeros.htm. They can also put you in touch with people who can provide accommodation.

Danazcurt's suggestion about the commuting is spot on, trains are regular, safe, cheap and clean.

However, I would not advise that anybody walk around Malaga alone at night, particularly near the student centres.

What I would prefer to do, would be to live outside of Malaga and commute into the city Mon - Friday for school. This would definitely give me more peace of mind, along with the benefit of better beaches.