Malaga Port is very modern and has some stunning private yachts moored up, and also has a terminal for ocean going cruise liners. Boat trips around the harbour and into the Med are available, and are a good way to pass to time.
The harbour has a good selection of designer style shops and plenty of restaurants. The walkways are covered and there is plenty of shade so you can keep cool on even the hottest day. The walkways also have a system that sprays out a fine mist of water to keep you cool as you are walking along – you don’t get wet as such, the vapour just cools the air and makes it more pleasant.
If walking in the heat seems like a bit much you can hire a bike to cycle up and down the harbour or for €3 you can go on a land-train which teas you on a tour of places where you can’t just walk in, like in to the liner terminal.