The Costa del Sol boasts the best weather in Europe throughout the winter months, with more than 3 times as much sun as London during December, and with January temperatures similar to those experienced in June at Torquay (Devon) on the so-called ‘English Riviera’. 

Yes, it occasionally rains, but usually in short sharp bursts, and a day without sunshine is a rare event indeed.
Yes, the summer weather can be hot, but the excessive heat of inland Spain is nearly always tempered on the coast by a cooling afternoon breeze off the sea.

Malaga Weather
See the Webcam and read all about the weather on Costa del Sol on Malaga Weather.
Check this site for information about weather in Spain (currently being built)

Compare the weather to London weather.