Here's a couple suggestions.
Tryp Alameda - a 4star business class hotel with a good breakfast we've had in Spain - a good selection of meats, fresh fruit & good fresh pastries. Very good coffee, too.
www.solmelia.com. Location is not the best.
The AC Malaga Palacio Hotel has a great location and easy to travel to via bus from the airport, take bus #19. With this hotel I'd recommend eating outside of the hotel if you're on a budget the food can be rather expensive.
I'd heard reports about the Silken Hotel Puerta Málaga being a great value but have not stayed there personally.
Write back if you need more info.
Dan