Costa del Sol?

I lived just outside Malaga for five years, until 2006, and in September most Spanish pools, including Aqua parks are closed, as the Spanish consider it to be far too cold to go swimming after August. However in Velez Malaga there was an Aqua park that did stay open until mid September because of the high level of 'english' residents. Mijas is the same as above, but the Spanish do think it strange when it is to them 'cold' weather. The Costa del Sol is a beautiful place as is the whole of Andalucia and you can visit Musuems, go mountain walking, various sports, lots of evening entertainment is available in most of the larger towns. Dining out is excellent and the range is from extremely high class down to beach bars. However September is reaching the end of the 'season' although to us British it is still gloriously hot and sunny. Weather wise the temp will be around the low 30's C. as the terrific heat of August will have passed. Anything you can do in UK you can do in Costa del Sol, but with better weather.

there is one in Fuengirola

As someone said, the aqua parks here on the Costa Del Sol usually close in mid September. The one in Vélez-Málaga closes because the tourist trade falls away at the end of August. There is a high concentration of Brits here but I don't know any that frequent aqua parks. The seaside town close to Vélez-Málaga is Torre Del Mar. In July & August you can't park your car anywhere because of the tourists but on the 1st September the place is empty. Going the other side of Málaga towards Mijas Costa the tourism is much greater. Many Brits go to that area throughout the autumn. You will have a better chance there to use aqua parks.