Costa del Sol: where to stay for winter sun

We are looking for the right place to stay in the winter sun.
On the way from Malaga to Estepona, we visited Torremolinos, Benalmadena, Fuengirola, Cala de Mijas, Miraflores, Capobino and Marbella.
Each place has different characteristic, let me know which one you prefer according to your tastes.