My husband and I just returned from Spain having spent 4 nights in Marbella. We also rented a car and drove to Ojen and Mijas (on the same day) - two beautiful white villages less than 30 minutes from Marbella. Mijas is where we spent most of our time and if you are in the market for a leather purse, this is THE place to buy one - great prices and selection.
We drove over the mountain to Ronda for dinner one night and wished we had spent more time there.

The drives up into the mountains are absolutely spectacular - I felt sorry for my husband who was doing all the driving and couldn't enjoy the scenery as much as me!
Puerto Banus was an interesting place - yachts, beautiful stores, lots of cafes along the water, and TONS of great bars and pubs!