Hi, I hope I can help as I have been to all 3 LHW in marbella;

In order of preference :
1.Marbella Club - best night's sleep, fabulous chic modern rooms, the room i had opened up onto the lawn and you could stroll over to the pool- (the top pool) Top top gourmet restaurant. beautiful garden.

2.Puente Romano - lovely big rooms, ask for refurbished as the bathrooms in the unrefurbished are very "spanish colourful". Beach club is exceptional here with a lovely live band. Massive tropical gardens

(you can walk between these 2 hotels, they are really close)

3. Kempinksi - lovely hotel and can be exceptional value but it is definitely my least favourite

I have reviewed all 3 on my blog with photos (just search by destination) - you wont go wrong with the marbella club.

Finca is abit inland, no evening walks along the beach here.. I prefer the M Club! pm me if you have any specicif questions