"Nicer" is subjective, but the choice usually comes down to island charm vs. mainland culture. Palma (Mallorca) is often viewed as more sophisticated and visually stunning, centered around its massive Gothic cathedral and a labyrinthine Old Town that feels distinctly Mediterranean and "exclusive." It is the gateway to some of the world's best hidden coves and mountain villages. Malaga, on the other hand, is the vibrant soul of Andalusia; it is generally more affordable, sunnier year-round, and boasts a much deeper "museum culture" as the birthplace of Picasso. While Palma feels like a boutique holiday destination, Malaga feels like a living, breathing Spanish city with a gritty but beautiful urban energy and a world-class food scene. If you want high-end shopping and idyllic boat trips, choose Palma. If you want a authentic Spanish city break with incredible tapas, historic fortresses like the Alcazaba, and easy day trips to places like Granada or Ronda, Malaga is the better pick.