Beach walks are great in the area. You can stroll along extensive promenades and well designed "paseos", paseos Maritimos. You can go along the beach and right by the waters edge.
You can walk from Torres de Aloha or take the car to Puerto Banus and turn West towards San Pedro with somewhat wider and well paved walkways, the place for kids on bikes, roller skates and skate boards. Turning left, towards the East, in Puerto Banus will take you to Marbella. Longer stretches of this walkway are well compressed sand, great for bikes, but not for skating. It may be a hard choice.
Towards San Pedro you will find fewer Chiringitos, bars and restaurants, going towards Marbella, you may never arrive spoiled for choices by all those bars, restaurants and places to hang out.
Should you prefer to walk one way and come back by taxi or bus, go towards Marbella.
Should you want to start off in your own car you can drive towards Marbella or San Pedro to find car parking there possibly more easily.
From Puerto Banus going East you can walk all the way to La Cala de Mijas, though you might want to do that in stages. Lots of places on the way.