You can take a train to Denia from the Benidorm train station for about E6-40pp return. (Jan 13) The trains leave about once per hour in both directions and travel time is 1 hour 17 mins on a modern train.  Denia station is in the town centre, with a Tourist Info office opposite, the port and the old and new town is less than a 5 minute walk away. Pick up a map with a walking route on it. There are also multiple maps on display throughout the town showing where you are are and places of interest. Many of the buildings in the older section are painted different colours and the indoor market is worth a visit.  It is a nice town with an amazing old castle to climb around (entry is about 3 Euro for adults, 1 Euro for kids).  

A relaxed day can be spent walking around downtown, eating lunch at a local restaurant, and looking at the boats and ferries in the harbor.  Denia is a nice break from the tourist-y feel of Benidorm.  It is not exciting but makes you feel like you are in Spain, not England. The train journey itself is also quite scenic, following the coast for a distance before cutting inland.  You pass many orange groves, and almond and olive trees.