Hi Catriona, when you get to Marbella bus station, take a taxi from the taxi rank outside the Marbella bus station, down to the Princesa Playa Hotel on the Paseo Maritimo de Marbella. It's a short ride, about 10 minutes and will cost less €8 on a week day. (2011) There's a bus stop very near the hotel and you could do this part of the journey on a local bus, but with the money saved on the excellent bus service to Marbella you can to treat yourself to a taxi for this last leg of the journey and arrive in comfort.
The hotel is in a great situation, right on the beach front at the end of the promenade or Paseo Maritimo. The address of Princesa Playa hotel is:
Contact details for Hotel Princesa Playa
Avda Duque de Ahumada, s/n (s/n means no number, but it is right at the east end of Duque de Ahumada)
29600 - Marbella (Málaga)
Princesa Playa Hotel is a great place to stay, just about 5 minutes walk along the sea front to the east, you have the Marbella fishing port - Puerto Pesquero de Marbella and lots of very good fish restaurants, then about 4 minutes along the Paseo Maritimo the other way, you have all the international food restaurants near the Puerto Deportivo de Marbella.
The original Hotel El Fuerte, the old one, not the new one Hotel El Fuerte Miramar which you will pass on the way to the fishing port, is just at the other end of your building over the road. Walk in from the Paseo Maritimo or from the front entrance and have a coffee. It is very colonial and cool and in the evening they have entertainment like flamenco dancing and floor shows for the guests. All you need to do is come in before the show, sit in the big armchairs, try to sit where you can see the floor, order a drink and have a cheap and good evening's entertainment that you would pay a lot to see in any other place! Check with the reception at the El Fuerte for timings.
And of course you are right next to the Casco Antiguo, the old town with lots to see and check out
Have a great stay in Marbella Catriona and thanks for writing in. Mike