I would definitely recommend Malaga if you're looking for a beautiful city by day and want to party by night. Taxi's are cheap and reliable and don't want to rip you off (which is refreshing:P) The city has some great sights. The Alcazaba fortress on a hill in the city centre could be worth a visit to the city just on it's own! And the nightlife is awesome 7 days a week.
Insider Tip:Take the train from Malaga airport to the city centre. It's just 10/15 minutes and will cost you only €1,80