You can take a train to Denia from the Benidorm train station for about 5 Euro return. The trains leave about once per hour in both directions. Denia 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 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.