Excursions: Ronda, Casares (smaller, less developed, and charming with fantastic views to Gibraltar and beyond), and Istan (with terrific views over the dam and reservoir that serve the Costa del Sol with drinking water).  Gibraltar can be a bit tacky, and one must take care to avoid being bitten by the apes.  There are fantastic day trips to Tangier, on organised excursions departing from Algeciras - you should however go in the full expectation of being taken places (such as a carpet store) where it's nigh on impossible to leave without a purchase.  Still, the haggling is great sport.  Further afield in the other direction, the drive to Granada is spectacular, and you are rewarded with the wonderful Alhambra Palace when you get there (It is said you must book weeks in advance in high season, but you can take a chance and queue to get tickets on the day).  One tip - take your own guide book to the Palace.

As for beaches, there's Marbella (terrific, especially the Western end of Venus Beach as you are so close to the town centre, and to the old town), San Pedro (pretty basic, and more pebbles than sand), and Estepona.  For eating out there is Benahavis, Rufinos and Marbella.  Be careful eating on the beach restaurants at Puerto Banus - you can get stung by the price of the 'cod baked in salt'; you pay by weight, and the price can dwarf other diner's meals put together!

Marbella is great for a tapas 'crawl' from bar to bar sampling their taster menus.  Sadly you have to pay for the food these days, but the portions are generally good, and the standard high (especially at the Beer Haus micro brewery).  Pinxto is worth a trip in itself - you sit at the table, and tray upon tray comes out of the kitchen for you to select as many tapas as you like.  Each has a colour-coded cocktail stick, and they total up your spending by counting each type.  You can be full after little more than half an hour (and the drinks could be free, using vouchers from the tourist office)!