Beach stay around Malaga

i have been to Fuengirola and Torremolinos. I definitely preferred Fuengirola. Nice boardwalk, nice beach and lots of restaurants.
It has more of a “village” feel.
Torremolinos is full of all inclusive hotels and touristy stores. Very busy and loud.
Quiet might be hard to find near Malaga and the beach.

I loved spending 2 weeks last February in Torremolinos, but I agree that Fuengirola would be more relaxing. It's reachable from the Málaga airport by the city's Renfe Local Train network. The ride to and from Fuengirola on this line would take about 35 minutes, and it's a very comfortable ride.

Nerja is also popular, about an hour by bus from Malaga.

We stayed at the Sahara Sunset at Benalmedena. It was reasonably priced and had full kitchen facilities. Grocery was a short walk away and the beach was 1 block.

Nerja is charming and much more quiet than the costa south of Malaga. That said, it’s easier to get around the costa immediately south of Malaga if you have four nights and want to explore via transit (the local Renfe train route that runs south to Fuengirola rather than the pokey Alsa buses that serve Nerja). Estepona is really nice but not as well served by transit. Don’t rule out Malaga itself—the city has much to recommend it. October should be a lovely time to visit!

Nerja or Esepona are usually considered more ‘authentic’ places to stay. I like staying in Benalmadena Costa. The seafront has been redeveloped and is very pleasant. There are a ton of well priced restaurants offering good seafood and it will all be open on October. You can go to Benalmadena Pueblo by bus or taxi which is the beautiful old town up on the hill away from the coast. Arroyo is a short walk/taxi and is the main workaday Costa del Sol town where you’ll find banks and facilities for the local population. There are also some great tapas bars.

It would be Estepona for me. October will be fairly laid back but not dead as it's primarily full of locals. Nice beachfront, lovely squares full of bars, cafes, shops and restaurants and around an hours drive from Malaga airport.

Pretty sure OP went this last October. It would be great to hear back where they ended up and how their trip went.