ALL of the places you list are authentically Spanish. 3 of them are cities; how can a Spanish city, in Spain, not be authentic? Different cities across the country have different vibes, but they are all true to their region and have a lot to offer.
Marbella is a resort, but it still has a nice old town and plenty of authentic stuff.
Of your list, I would choose Malaga because it’s lovely. Small, right on the coast, lovely long boulevard along the seafront, buzzy town with some nice architecture, old fort on a hill, good food, Picasso museum, beaches, nice redeveloped port area. I spent a few months at a language school there back in the olden days (Instituto Picasso - it’s still going I think).
Alicante has a very similar vibe to Malaga imo. Nice prom, historic old town, big fort on big hill, buzzy vibe, decent (but busy) city beaches.
Like a pp said, Valencia city is set a way back from the beaches, so it’s less of an integrated experience. It’s also a much bigger city with all that entails (both positive and negative).