Malaga and Southern Catalunya couldn't be more different.  I love the climate up here it's much less extreme than down there :)

As for finca or flat I would say it really depends on your age, health and how much you like your own company.  We live in a small village and have a nearby finca that we visit every day.  If you aren't going to be living there permanently I would recommend living in a village/town, too many robbing barstewards haunting the campo.