Nightlife marbella tips?

Hi guys, hope you can help me.

I’m going on vacation with a couple friends and we want to have a couple nights out in late april. We’re located close to the Marbella Club hotel.

We’re students in our early 20’s and dont want to spend too much money in fancy Puerto Banus clubs, eg. - but still want to dance.

Currently thinking to check out Puerto Deportivo de Marbella & Puerto Banus’ strip with less fancy clubs. Also considering a trip to Malaga, had a lot of fun there before in the small clubs.

So my questions are:

What can you recommend for us?

Are there also any beach clubs worth trying out?

Whats fun on thursdays?

Is there a specific club we should try out?