A bit of a drive from Malaga and a bit too much to squeeze in a day trip. Where Spain and the Earth end, where the good ol' Mediterranean gives way to the open ocean, there lays Cadiz and its pueblos blancos of the frontier.
Narrow old streets, winter-sun kissed (if quite windy) ocean side promenade, hidden courtyard-like squares to have some tapas sitting in the (nevertheless) warm sun or in the shade of some orange tree. And impressive cathedral and bell tower.