Late September is a great time to visit Costa del Sol. Malaga offers you easy access with direct flights from London. If you rent a car I'd suggest Marbella which is about 40 miles from the airport. Lots of hotel choices there, restaurants and shopping ( and a casino or two ). You're at the foot of the mountains and countless white villages -- Ronda is @ 30 miles north, a nice destination for a day trip with lunch/sightseeing/ museums. Some of the local towns should also have a festival afoot as they rotate dates between them.
In any case, it would be an easy flight from London, not too long of a drive, and a location on the Mediterranean with access to lots of things. If you're willing to spend a little more on accomodations, consider the Don Carlos Hotel in Elviria just outside of Marbella, or either of the two Marriott timeshare resorts. But the weather will be great, the towns/cities busy ( but not as hectic as peak summer season ) and lots of daylight as the sun won't set until after 7PM.
have a nice get away
Barry