There are two paradors (or more correctly “paradores”). One is a very functional hotel near the airport next to the Golf Club. The other is the Parador Gibralfaro on the east side of town with panoramic views of the city.
Whichever you choose, I hope you will be happy. Incidentally, there are other paradores nearby at Antequera, Ronda and Nerja. Check the beautiful Parador website for details.