Malaga

You should ask lemmings.
I heard he loves the city enough to do paris-malaga-paris-malaga in 24 hours.
I never went there but concerning the food it might the same as everywhere else in the country.
The spaniard best dishes are croquetas, patatas bravas, berenjenas fritas, bacalao, etc.

about malaga, you have to try "pepe" en calle larios ! excellent tapas de berenjenas fritas con miel, de alitas de pollo, de croquetas etcetc !

also i remember a very nice italian restaurant with tasty pastas & excellent risotto with mushrooms sauce & pancetta ! on the contrary, avoid the pizzas in this one. the name of the restaurant is "il laboratorio" & i think its in calle "alamos" (malaga centre)

about clubs, well don't expect robots music but commercial stuffs (house, rnb, reggaeton) & maravillas chicas
week-end nights rock in malaga ! bars are full from 1 a.m to 3 a.m & clubs are opened till 7,30 a.m for a few ones !
just aside the tapas restaurant "pepe" you have to try the big plaza full-crowded on friday & saturday until 3 a.m
with whisky, vodka, rums 3e for a big glass (with redbull maybe 3,5e or 4e but still cheapppp) !

biggest clubs are in the seaside, not in malaga centre but in benalmadena or even further, in torremolinos or marbella but if you want to avoid the foreign tourist & feel real malaga-style stay in centre or benalmadena.

about recordshopping, forget it,
i looked several times & never found anything even if i missed a special vinyl-fair located in a hotel once.

LOVE MALAGA !!

beach in malaga center isn't incredible to be honest !

i recommend you , if you have a car, to go to nerja , 10 or 20kms close to malaga (on the east)