Towns to stay in near Malaga

My friends and I want to take a holiday to Spain around November time.

We don't want lots of brits abroad. We want real Spanish life, quaint bars with the opportunity to party if we want to. Mainly want to eat food and relax, see culture speak lots of Spanish to locals, drink wine, and see some good nightlife for the area.

We'd be flying to Malaga and renting a car - so where should we stay if not in Malaga itself?