I lived in Marbella for a few years and know the area well. Drive in the direction of Marbella and take the turn off at Elviria. Go over the bridge and follow the signs for the Marriott Beach Resort. You cant get into the Marriott unless you are member but head to the bottom of this road and you have the best beach on the coast. Just past the Marriott on the beach is the world famous Nikki beach. Great spot for people watching and spending a fortune on champange and cocktails. Full of beautiful people.
If you head in the other direction there is a little place just before the big bend on the n340 road called La cala de Mijas. Theres an Irish pub there called Biddy Mulligans, they do good pub grub and its a bit of craic at night.