We are spending 9 days in Andalusia in early May (Seville, Granada). We would like to spend at least 3 nights at the beach. Would you recommend Nerja or Malaga in May?

Nerja has some interesting things to see and I like the "ruggedness" of the beaches there but I think I will go with Malaga. There's more to do once you get tired of laying on the beach, plus certain Fodorites like to point out that Nerja's sewage system dumps directly into the sea untreated.

Very different options. Small Nerja (pop 25 000) is the many beaches among the cliffs, great tapas bars and restaurants, a beautiful old town and the Almijara mountains towering in the back. http://www.nerjatoday.com/

3000 year old big city Málaga (pop 570 000) is fabulous museums, food and culture scene, historic sights right in the heart of town, shopping, nightlife and genuine Andalucian laid-back but energetic atmosphere, "the province's city of culture with its so-called 'mile of art' being compared to Madrid, and its dynamism and fine dining to Barcelona". https://www.lonelyplanet.com/spain/andalucia/malaga

Málaga city beaches: https://www.spain-holiday.com/Malaga...ty-beach-guide
Málaga beach restaurants (chiringuitos) (excellent chiringuitos in Nerja also): https://www.spain-holiday.com/Malaga...nt-restaurants
"Málaga - Spain's best kept secret": http://www.telegraph.co.uk/travel/de...pt-secret.html

When it comes to Nerja and water quality, the water cleaning plant in Nerja is underway, at least they have started the works, but it was stopped during the high season...

But all beaches in Nerja have the highest bathing water quality ("excellent quality") every year since 2011 according to the European Union's European Environment Agency. Some 350 beaches in Spain (15 %) with less than "excellent quality" in 2015 according to the agency.
http://www.eea.europa.eu/themes/wate...bathing-waters

Nerja is more for relaxing, you have only beaches and caves with stalactites.
Malaga is bigger, more culture, bars, history, etc.
Beaches are better in Nerja than in Malaga, but in both places they're good.

I should mention that Torrox Costa also has a rather nice beach and it's between Malaga and Nerja.

If you decide on Nerja, be sure to go to Ayo for endless paella.

Could give you tips on many great restaurants, tapas bars and chiringuitos in both Nerja and Málaga based on what kind of places you're looking for. Have been going frequently here the past fifteen years and love both.

Chiringuito de Ayo in Nerja mentioned above is a classic, on a good Sunday in Ayo's - a highlight of the week for many nerjeños - they serve some 2000 portions of paella. http://www.ayonerja.com/chiringuito_en.html

The EU is currently suing Spain for €46.5m for not complying with sewage/water treatment regulations. Nerja is among 16 other communities on their list. Estepona, Marbella (San Pedro), and Tarifa are also on it. Nerja's plant was supposed to be finished over two years ago. Guess that money disappeared into local pockets. I would neither swim there nor eat paella with 2,000 people. Both rather disgusting.

The EU isn't exactly suing Spain for 47M euro, they are assessing sanctions or fines against them for that amount.

They've done the same thing to other countries like France and the UK. They do that a lot, actually. Which I think is a good thing that they watch over environmental and water quality issues. But it's not that unusual, although I do agree it doesn't mean Nerja is such great quality as they release untreated sewage into the sea there.

Wow Bedar, you've seriously missed out on something. 2000 portions of paella is many hours, the one huge paella on open fire after another in various stages of preparation, a dozen or more of superbusy, sharp and precise waiters running around, huge open air space filled to the brim with energy and the best family and friends atmosphere. The Sunday chiringuito lunch is a quintessential part of life on the Andalucian coast, and few better places to experience it than in Ayo's in Nerja. https://www.youtube.com/watch?v=vqVCUc_kbQ0