We went to Malaga for our honeymoon and stayed at Fede's apartment near Teatro Cervantes. The apartment is immaculate, modern and snug. The location is awesome. Fede was a very good host -- he gave great recommendations for restaurants and had a map for us that laid out key parts of the city. He also responds quickly to any questions you may have while you are there.

In terms of location, you can't get better than this. I would highly recommend staying here.