In Spain, you can enjoy a really good shopping and especially the food. You can find a huge selection of fresh fish and other seafood delicacies from shrimp to squid. Wide range is both better supermarkets (eg. Carrefour), but also in the small fishing stores such as shop at the harbor in Estepona. Regarding the purchase of common food and household items you can use ALDI, which is located just 8 minutes away from the apartment and usually you have one on the way. Other suitable sites are Mercadona, Carrefour and Opencor - all within a 15 minute drive away.
Another option where to buy nearly everything is a big Carrefour with a wide range of quality food including fresh fish, meat, bakery and delicatessen.
For buying other consumer goods, it is possible for a shopping houses El Corte Ingles, where you can buy everything from swimwear to clothing to skis.