Hi Aristotle,
It depends on what you are looking for.
I like the costa del sol a lot and have been there many times. I think its great for kids.
We stay in Mijas pueblo which is up the mountain a bit from Fuengirola. We get the best of both worlds in that we are in a nice quiet spot but have the option of the bustle of fuengirola if we want it.
The costa del sol is great for kids. We were there last year with our 2 year old and had a ball. Its a well established resort with lots of family friendly stuff. Tivoli world, the waterpark, the zoo is nice, good clean beaches, cheap meals in the evening, donkey rides for the kids etc. We normally spent the day at the beach or by the pool and in the evenings had a meal and a ramble along the prommenade in Fuengirola. Theres lots of kiddies rides etc....
Are you looking for an all in package or are you planning to rent and apt/car etc ?