Catch a boat for an "around the coast" trip down in the harbour.
Buy the best seafood off the fishing boats.
Eat great pork, lamb or Piallas in local restaurants --Try " El Greco" in Denia-calle la mar tel;96 578 046 or Casa Exema 966 43 1249 also in the same street.
Best Way To Get Around:
A car is a must - very cheap all year round.
But Denia is busy and very alive at night!! - try parking on the sea front area.
there is a great "little train trip from denia to Alicante which stops at all the towns and resorts down to Alicante.