I've had a few trips to that part of Spain, slightly more up the coast at a place called Nerja, it's really nice and not commercialised at all, no McDonalds and subways etc, it's about an hours drive up the coast from Malaga and worth visiting if you get a car "Malaga car hire is about £120 for the week". As for bars, if your in Puerto B go to the harbour and there's loads of little bars and you can chill and watch supercars and amazing yachts for hours.