If you are traveling with children, base yourself in Nerja or Malaga. Hire a car to drive around Costa Del Sol. There are many child-friendly attractions in Costa Del Sol.
Family beaches in Costa Del Sol
In Nerja, you have the popular Playa de Burriana, which is good for kids because there are activities you can do, like kayaking or diving. Other beaches in Nerja, like the beaches of Maro and Calahonda are very stunning places and are good for families as well.
In Málaga, you can go to the playa de la Malagueta or, if you prefer quieter beaches, you can go to the ones in El Palo or el Rincón de la Victoria.
Finally, you can try Carvajal in Fuengirola or the ones in Torre del Mar.