I think the one nivsy is talking about is Quitepea (or something similar) been in a few times for a drink, very nice and they do wines and sherrys.
If you walk up San Miquel street from the beach on your left hand side is the El Dorado, nice bar with a lovely raised terrrace overlooking the street, tapas are cheap and not too bad.
Heard about one at the top of San Miguel street near the train station, heard it`s good but tried a few times to find it but haven`t done yet.
if you do find any good ones let me know.