What a terrible shame about the bombings in Madrid. I wonder, will they ever find out who did it? Don't let the fears of terrorism stop you though, Sugar. You'll have a great trip!
I have stayed in Malaga in the penthouse at the Hotel A.C. Málaga Palacio (which I recommend, though Lord, it is spendy) and while it has its charms, if you are really looking for a beach town... consider Nerja.
Nerja is 50 km. east of Malaga -- a half hour drive -- and small enough that in four days you'll feel like you know it well and maybe the surrounding towns too, including the two closest white villages, Torrox (where I stayed for 10 days in 2000) and Frigilliana, both of which are award-winningly picturesque. Further down the road, fronting the Medi and on the way towards Granada, is a little-known Moorish hill fort on the sea with its own small museum. Also cool. In Nerja, I know a great and inexpensive place to stay, very friendly (they even told us they'd pick us up at the Malaga airport if we didn't want to rent a car). That place is called
Paraiso del Mar. 
It is a small hotel right next to the state-run parador in Nerja. Paradors, btw, are wonderful for travelers even when you're not staying there. They're a great place to stop and use their facilities while having some coffee, food or a drink. There is a Parador within the Alhambra that has access to the gardens at night, but I was told the waiting list for a room is over two years.
I really think a car is necessary in Andalucia... beware -- there's a really good place to rent cars at the Malaga airport and a really bad place, Avis. You'll find that driving is easy in Spain. The toll roads are gorgeous and not that expensive. You can casually drive from Gibralter (note: I don't recommend actually going into Gibralter) to Nerja in half a day with the Mediterrean next to you all the way. It is fun to see all those fabled towns like Marbella, Torremolinos, etc. Estepona, btw, has an amazing Andalucian stable (that you can tour for free) and a riding academy with shows on, I think, Tuesdays and Saturdays. The other days, you can just walk in and watch them practicing... and there's a small restaurant if you want a drink.
Granada is great for the Alhambra and Generalife, but I was ready to find someplace else after touring. I'm interested in what your guy likes about the town! There is an interesting part of town on the hill going to Alhambra with a lot of shops selling touristy things including my favorite, fantastic ribbons that look like miniature oriental carpets. I admit I am a scenery-loving, let's do something outside, and ooooh, look-there's-something-ancient kind of traveler, so I have a short attention span. I love museums but not all day every day and I really love to just sit and enjoy the view while drinking something tall and cold.
If Washington Irving is the author to read while you're in Granada, Earnest Hemingway is the author for Ronda. I highly recommend adding
Ronda to your itinerary. There are two main things to see in town... it has the oldest original bullring in Spain. There is easy safe parking next to it and an inexpensive entrance fee to tour the ring and see the bull-fighting museum. The second amazing thing to see is Ronda's bridge. It
really shouldn't be missed and <big tip> the restaurant next to the bridge is justifiably famous for its fantastic gazpacho and views into the canyon between Ronda's two hills. In three weeks in Europe in 2001, we thought we ate our best meal there (granted we didn't go to France or Italy).
Just outside Ronda is a great place to stay, a B&B where my daughter and I stayed for a few days. A little pricey, but worth it. It's run by an youngish & arty Dutch couple... English-speaking, very friendly and their 3-course dinners are amazing... definitely a place worth seeking out.
Hotel Fuente de la Higuera 
While in Ronda there are two particularly interesting short-trips: a fantastically complete Roman amphitheater
out in the middle of a sheep pasture in
Acinipo 20 km. from Ronda and an amazing prehistoric art cave,
Cueva de la Pileta (about the same distance away in the other direction)
that ordinary people are allowed to see, for a small fee. The cave tour is mostly done in Spanish, but you'll get the idea. (Hint -- I had a tiny flashlight on my keychain which was a comfort in the dark.) The mountains between the Medi and Ronda and between the Medi and Granada are beautifully scenic, so driving is just an amazing pleasure. Btw, the only place we were ripped off was for street parking at the Alhambra. DO NOT BELIEVE the gypsies when they say there is no parking lot.
Also, tickets for the Alhambra/Generalife are hard to get -- buy them way ahead of time, even before you leave the states. The first time I went to Spain, in 2000, although we were there for two weeks we just couldn't get tickets... they were all sold out.
For clothes, spare is better, watch the weight of everything you take and just remember, it'll be hot. It's a fact though, that looking good gives you better service. Light summer dresses would be perfect with a comfy pair of walking sandles. If you could find a good-looking backpack/purse you'll be so happy. It is nice to have your hands free. A linen blazer gives you instant respectability. Wear shoes that you absolutely know are comfortable. If you want to go to that Pileta cave, for goodness' sake, wear tennis shoes (and you'll need a warm sweater, too.) Also, do you know HOW BIG the Alhambra is? It's an all-day-on-your-feet kind of place. In Nerja, skimpy swimsuits and strolling to the beach in a gauzy coverup & sandals is perfectly fine. (You can't do that in Malaga.) You'll need a beach mat of some kind... you can buy them there, of course, as well as beach towels, though they may not be the quality you're used to.
Wherever you go, you're going to enjoy it. Spain is great -- low-key and friendly. Everybody wants you to have a good time when you're there.
Romantic........ . .... Best wishes for happiness to both of you!
But it's less than a two-hour drive (even as slowly as I go) through that precipitous mountain pass. Lovely scenery.
) But I'd be up for staying somewhere else - it's a bloody long way from here to Spain (something like 26 hours flying) - so I want to see a bit while I'm there. Skip the beaches, though, for me. Beaches I have here. 