The "Old" Town in Marbella is definately worth a visit, especially in the early evening. Lots of restaurants of varying price & quality, plus typical narrow streets with houses covered in flowers. The Plaza de los Naranjos is the centre of the Old Town area which is easily explored in an evening. The Orange Tree Restaurant is particularly good and is located just off the Plaza ...... on Chincilla (I think).
If you are traveling from Murcia, I would seriously consider taking a detour through the Alpujarras. If you are into dramatic scenery that remains remarkedly green throughout summer, you can't go wrong taking the road from Orgiva to Panpanieira, Bubion & Capileira. These are the highest mountains in Spain and snow meltwater from the peaks keeps the valleys as green as an English garden (albeit an English garden with oranges & lemons growing everywhere !). For the quickest detour, turn inland at Motril. For a longer, more leisurely journey, turn inland at Almeria.
Personally, I would avoid Nerja & Mijas. The Ronda is lovely (boyo !), but so too are some of the smaller places such as Jimena, and these may keep you more on route and on schedule.