I haven't been in Estepona for years, so can't recommend anywhere, but a good rule of thumb which worked well for us during many years of living in Spain, especially when staying in a coastal touristic environment was, eat where the locals eat. There should be good, everyday eating places offering the hearty 'menu del dia', as well as the rustic restaurants on the outskirts, every area has them.
As I'm sure you'll already know (most English people are familiar with the Spanish meal times) - watch for the locals at good restaurants arriving about 2 p.m. for lunch and from about 9 for dinner.