Or rent an apartment near there. The Costa del Sol has the best weather in Spain and we have thousands of foreigners who own homes here. You will need a car to explore the cities to decide where you want to live. Marbella will be the most expensive place. 4. Re: Best base city on the Costa del Sol. Spain, Europe. If you think the Costa del Sol is soulless, you clearly haven’t been to Málaga. Loaded with history and brimming with a youthful vigour that proudly acknowledges its multi-layered past, the city that gave the world Picasso has transformed itself in spectacular fashion, with half a dozen new art galleries, a radically rethought DaQyMz.

is costa del sol worth visiting