It depends on how much you want to spend or where is your favourite location.
I would recommend Malaga Palacio, Hotel Lario or Alcazaba Premium Hostel Málaga. If you have an idea of what events you would like to assist, you can ask directly the hotel chain via telephone or email if they provide that kind of activity.
I read from the website that the last one will make a special Christmas terrace event, but better to ask them directly if interested.
You can also visit a website like malagaholidays.com and ask them advise for choosing the best hotel that will fit your needs. We have a banner on the right.
If you choose the hotel in Malaga city area you will have many events and activities around.