"Fuengirola is shite!" says Tonker.
Which parts of Fuengirola are "shite" Tonker?
Are you talking about the immediate town area or the more outlying urbanisations within the district?
You don't need to immerse yourself in Britishness to enjoy Fuengirola, in fact these days the British are quite outnumbered. For a more Spanish feel try the Carvajal area of Fuengirola, especially on a weekend.
Or is it just a generalisation based on a week or two walking along the paseo near the harbour in summer?
I agree. Sevilla and Granada plus Malaga are prettier but it depends on what you are looking for in a Spanish experience and where you want to be as a base within striking distance of other areas.
For the perfect Spanish holiday I recommend getting the ferry to Bilbao/Santander and driving to the South and back staying in Paradores especially at Toledo, far better than standard hotels, (but only if you like driving and exploring as it is quite a treck).
BTW, you can't get to Gib by train unless you get the bus from Algeciras.