For gorgeous white sands, head to Tarifa on the Costa de la Luz, only an hour away on the toll road from Marbella. Take a kitesurfing or windsurfing course (Spin Out, tel: +34 95 623 6352), or just sun yourself.
If you're tired of being a beach bum, the vast El Chorro reservoir, 50kms northwest of Malaga is surrounded by some of the most dramatic mountainous scenery in the province, perfect for camping, renting a boat, or carp fishing. There are also lots of climbing centres including Aventur El Chorro (tel: +34 649 249 444) if you really want a high.
At first sight, it looks like 1960s England with a suntan. Delve deeper, however, and you'll discover that Gibraltar is a fascinating cocktail of Jewish, North African, Portuguese, Spanish and British cultures. There are plenty of fascinating sights: historic tunnels, a nature reserve and the local resident monkey population. You can also go dolphin-spotting or wreck-diving.