Just returned from a week in Fuengirola. The weather was glorious - consistently in the 80s during the day but not too hot at night and I ate well too.
A lot of the everyday eating on the coast can tend to the 'international' variety but you can avoid this by keeping it simple. I had gazpachos, barbequeued and grilled fish, Cigalas, Suckling Pig, Lechal Lamb, Pata Negra jamon washed down with lashings of Manzanilla, Marques de Riscal and Carlos I. This all comes at a very reasonable price - we were paying max about £25 a head for 3 couses including aperitifs, liqueurs and coffee.
My suitcase on return was packed with more of the Pata Negra jamon, Turron and a Spanish Brandy I havent tried before - Gran Duque de Alba. A trip to the gym is on the cards.