Well, Malag is the big city on the Costa del Sol, about 30 minutes from Marbella which is on the coast.

The Nueva Andalucia/Puerto Banus but is where I mainly hangout and is the location of the Casino de Marbella (used to be called Casino Nueva Andalucia)

There is the Torequebrada Casino down by Teremolinos/Benalmadena old road but it is heavily SPainsh (not a bad thing, just that foreigners or non spanish speakers aren't really welcomed with open arms) and hasn't had a revamp since the 70's, no joke. It is clean but the utilities are straight from 70's hotels and rhe colour scheme is browns and earthy colours on psychadelic (SP?) carpet designs. Do not got there.

Just a warning
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