I'd say go to Gibraltar, prez, if it was a straight choice between the two.
However, if it was me, I would actually opt for Torremolinos and then take the local train for a ten minute ride to Malaga capital. You can spend a nice day, because there is plenty to see and enjoy. The restored Alcazaba is a must and just strolling round the streets of the old town and the park will give you an idea of this often overlooked city.
The tapas are as good as anywhere in Spain too. Have a nice trip!