Yeah we regularly go there, Fuengirola and Miraflores whenever we are down there. Prefer that to the likes of Puerto Banus and Marbella at times. As nice as those places are, Mijas and Fuengirola seem more homely and authentic.
Fuengirola has had a lot of investment into it over the past 5-10 years. It seems more communal and tourist-friendly, but without losing its pride or reputation as a suburb outside of Malaga.
The views from the hills in Mijas are sublime. It's beautiful.