The night time entertainment is super but you would need to know a few things first.  It is worthwhile having a few drinks in your room before going out as some of the bars can be expensive.  El Elefante, the Bonanza Bar  have excellent entertainment afyter 10p.m. and where there is entertainment the drinks are a little bit dearer than quiet bars , but you do get first class entertainment.  Nothing much starts until after 9.30 so that would be a good time to go out unless you want a quiet drink.  There is a pub called the "Blazing Saddles" on the Avenida de Bonanza  (opposite the bus stop) and they have quizzes and bingo games for those that way inclined.  Their drinks also have reasonable prices and it is very friendly.  The best place to change sterling into euros is in Reuben's a little exchange shop on the road to the harbour and opposite Hotel Alay - you always get a better rate of exchange and a drink and a sweet into the bargain.

 Benalmadena is a superb base to visit the whole of the South West of Spain -just a short local bus ride takes you to the village of Benalmadena Pueblo and Mijas which are typical white washed billages.  Further afield there are trips to Granada, Seville, Cordoba, Jerez, North Africa and Gibraltar - quite apart from Marbella and Puerto Banus.   The Marina is superb (especially at night) and there are beautiful walkways , shops and boat, fishing and diving trips from this location.   It is expensive to eat or drink in the Marina but it would be nice to walk around of an evening to see how the other half live.

Try to see the Andalucian horses show (near Torremolinos).  It is advertised on leaflets in the money changing places as well as the travel agencies. You can see these magnifenct horses perform with young girls and boys in Flamenco  and native dress. It is a magnificent sight and the music is wonderful.  You can also see them exercising outside and can walk round.

Benalmadena is split into three distinct areas, Benalmadena Costa, Arroyo De La Miel and Benalmadena Pueblo. The Costa is a long sandy strip of beach, running from the aaward winning Moorish style Marina full of super cruising yachts, with night clubs opening until 5 ot 6 in the morning. The whole promenade is full of small shops, restaurants to suit all tastes, and many small bars. There is a Sea Life Centre within the marina complex which is well worth a visit. There are boat trips to Malaga, Torremolinos,Fuengirola and a glass bottomed boat which does short tours around the coastline. Try visiting Paloma Park for the dolphin displays, and look out for the concerts in the auditorium. 

Just further inland is the Arroyo De La Miel, literally the stream of honey which used to be the main source of income at one time. It is now the principal commercial area and is full of small shops, restaurants, cabaret bars as previously mentioned. The Bonanza Bar has recently been refurbished and features some of the Costa Del Sol's top acts - catch Ricky Lavazza if you can. On the edge of the Arroyo is Tivoli Theme Park , the largest theme park on the Costa. Catch the cable car up to the mountain top for the views and the flying displays of the birds of prey. 

Further inland and up the mountainside is Benalmadea Pueblo, still a pretty white village, full of genuinely friendly Spanish people and a fair smattering of ex-pats mainly from the UK and Scandinavia. Walk through the cobbled streets to the church overlooking the coast, culture vultures can visit the Pre-Columbian museum, visit the Colomares Castle which is a gothic style folly built as a celebration to Spanish History, especially underlining Columbus's discovery of the Americas, and the joining of the two major kingdoms to form one country.

For a good day out go on a jeep safari.  Another option is a day trip to Tarifi.