You will find a large number of cultural and sports activities. Windsurfing or kitesurfing in Tarifa, golf on its many world renowned courses along the coast, tennis, polo and other equestrian activities found at Santa Maria Polo Club, and a large number of other water sports, as well as skiing in Sierra Nevada during the winter months only 3 hours away by car.
Within a day you can arrange cultural visits to the cities of Seville, Cordoba, Granada or Cadiz.
Or you could visit the Picasso, CAC or Thyssen museums in Malaga. Crossing the Straits of Gibraltar on a ferry and arriving at one of Morocco exotic souks is possible within a few hours.