Hi Margo,
When we come down to check on the progress (or not) of our apartment, we try to stay in the Hotel Dona Luisa on the seafront in Sabinillas. www.hoteldluisa.com . They have decent clean rooms with sea views and it gives us the chance to try the local bars and restaurants. Many people on these forums have praised the Hotel Diana Park between Estepona and San Pedro for being great value but I have not tried it myself.
For a real treat, Try the Hotel Amanhavis in Benahavis. It is small and highly atmospheric with a wonderful welcome.
Jon