Anyone been to La Duquesa / Estepona or nearby?

We're going for 2 weeks in August, with my parents and our 2 children (3 & 9) to stay in a golf villa in Duquesa, Costa Del Sol, Spain.

Just wondering what the region's like and what there is to do? It looks like there are some waterparks etc nearby - any recs for places to visit/things to do?

I'm hoping H and I might get at least 1 night out on our own too - Estepona sounds reasonably lively - anyone been?