You could try The Sunset Beach Club- this is an aparthotel which has one & two bed apartments right down on the beach in Benalmedena.
Stayed there 2 weeks ago & it is a fine spot. Huge complex with lots of activities for kids, 2 large pools & indoor pool/gym etc, it also has it's own supermarket etc. It is very popular with families & golfing groups alike- it is actually owned by FBD insurance who also own hotels in Ireland of similar standard.
We paid absolutely buttons for a week (i think it was less €290 for the accomodation for the week) for a one bed apartment. Very small but great sea views & UK/satellite tv including Sky Sports available onsite.
They have a website which might be worth checking.