In the Costa del Sol there are many beachfront bars at all the resorts, most offering good food and drinks at reasonable prices. On Sonora beach, for example, there is actually a bar called Sonora where you can relax, have a drink and soak up the sun. Later in the day, it gets much livelier with some great bands playing.
If you are staying near Carvajal beach, you might like to try La Cubana bar where you can get lovely nachos and dips, salads, and wraps and delicious mojitos. A great place for lunch or a late afternoon snack.
For something different why not try one of the ‘chiringuito’ which is basically a wooden shack on the beach serving simple inexpensive food and drinks. Many also have music and create their own, unique ambience and will be more informal than a normal bar.