Puerto Banus was definitely worth the cost of the taxi fare. We headed for the supposedly 'red light district' close to the marina. There were lots of people dressed up really posh in the bars we passed on the way. When we arrived there, it was a cobbled street with a series of small bars. We had a fantastic night moving from bar to bar -- we didn't see anything untoward, so I have no idea if it really was a red light district -- we were just told this by someone. The bars are open till 6am.