We had a fantastic stay in Malaga, you pick up keys from the main office, where you get lots of advice on places to eat/visit and then it's only a 5 minute walk to the apartment. The apartment was in the perfect location for us, we stepped out the door and were in the old town. Everything was within walking distance.
The apartment was lovely and really clean. The building is very secure. 1 thing to be mindful of, it can be bit noisy on an evening, being close to the old town, however, if you put the shutter down on the balcony you can't hear anything.
Would definitely recommend!!