There are a huge number of beaches up and down the coast. The local beach at Riviera is nice and can be walked to in about 20 minutes, and you can get a taxi back for about 7 euros.
As you head along the coast (to the east) you will come to the beaches of Miraflores (which adjoins Riviera), then Torrenueva, and then La Cala. All are easily accessible by car or bus.
A popular beach, only about 5 minutes to the west, is Cabopino. The sand here is particularly soft and the sea is calm and shallow. There are many places to eat here, and of particular note is the marina with the popular Albert's restaurant. You can get to Cabopino by car or bus.
The major resorts of Fuengirola (only about 10 minutes by car) and Marbella (about 15 minutes) have many kilometres of beautiful beaches and long promenades with many shops and restaurants. You will also find childrens play areas and marinas.
Probably our favorite beach is Funny Beach. On the coast road just before the exit for Marbella. You need to take the Marbella exit, then turn around to head back in order to enter the beach car park. It is impossible to miss as it has a large sign and a giant Coke can! Here the beach is again particularly long and wide, with soft sand and shallow water. In addition, there is an amusements area with restaurants and various games and activities for children, including trampolines and a karting circuit.