For what you have described – beach plus character, a couple in your thirties, some day trips – I would lean Nerja. It has a proper old town, coves rather than one long strip, good seafood, and it is close to Frigiliana and the Axarquía for day trips. The trade-off is that it is quieter at night and a little further from the airport.
Marbella works if you want more polish, a livelier evening scene and the Puerto Banús end of things, but you pay for it and the nicest bits are spread out. Torremolinos is the value option and has come back into fashion – great beach, good transport, ten minutes from the airport – but the centre is busier and more package-holiday in feel.
Since you are doing day trips, note that Nerja and Marbella both need a bus or car for the big ones, while Torremolinos sits on the train line into Málaga. Our
where to stay guide compares the bases in more detail. Do you want walkable-at-night, or is a taxi back from dinner fine?