I have seen entire costa del Sol from Malaga to Gibraltar. I would definitely recommend anywhere west of Benalmadena to east of Porta Banus. Anywhere east of Benalmadena is too heavily built up and too crawded. Anywhere west of Porta Banus is simply too far and under-developed to be interesting or close to amenities. I have myself purchased apartment in Arenal Golf Benalmadena, because the development has Golf, Pools, close to Marina and beach, close to shopping, new development with all the conveniences of modern construction.
The key things to remember is that you should not sacrifice convenience of modern living, while at the same time be able to enjoy the benefits of living in Spain.
One word of advise on working in Spain. Too many people go to Spain with Grand ideas and immediately setup businesses, and then they suffer from the laws, regulations, spanish mentality, etc.etc. The best thing to do is to start working with another English speaker who has an stablished business there. Once you learn the environment, and accept the work mentality, then do it on your own.
Good Luck.