This is one of the many wonders of the beach area. It's quiet, never crowded, and very good for snorkeling. The downside, if I have to pinpoint one, would be that you have to leave your car behind and make a €2 round trip. Bring your sunglasses!
This is one of my favorite places in Malaga (near where I live). It has a very special waterfront, in addition to being limited by the mountain it has a small beach with pristine viewpoints. It's one of my inspirations.