I like Málaga. I’d like to visit again this year as it’s been nearly 5 years since my last trip.
On my first trip I took a guided cycling tour to get a better feel for the city. I’ve also cycled in the wider area: hilly in places but not up to, say, Gran Canaria levels.
You’ll miss Semana Santa (Easter Week) if you go in March. Having once been trapped in a plaza as three processions converged on the roads around it, that is a good thing in my opinion.
Sevilla is a short-ish train ride away and is also recommended if you’ve not been there.