Just 5 minutes from Estepona is Mar Azul. I personally have an appartment there and it is wonderful.
Located on the beach front its the ideal family and couple retreat. Its a 45 minute drive from Gibralta and Malaga airports which is very good.
The Pool is fantastic, there are lifeguards around all the time for families.
The security is brilliant, you feel extremely safe. Taxis are easily accessable from reception as well as the hotel Kempinski next door.
There is a bar by the pool that does sandwiches, drinks, ice creams and paella. The sunbeds are very comfy and it doesnt get too crowded as half of the appartments are owned. there is also a new hotel part that has been built also.
Definately recommend this place as its good weather and easily accessible.