Rent a car and see this beautiful country. Spaniards may be fast drivers, but most are orderly and predictable. Just stick to the slow lane and enjoy the scenery.
#1: Ronda, a 1-hour drive north of Fuengirola. Rolling hills, steep winding roads, rugged landscape... it's breathtaking. We drove up to Ronda twice since we enjoyed the first day so much. Panoramic views over the gorges and undulating plateau invite the camera to try to encompass it all. The almond trees were in blossom in the valley below, and two arched bridges from the 1750s span the abyss. Restaurants cling to mountainsides for engrossing views while you dine. The Parador here is exquisite for fine dining. Hemingway recommended seeing a bull fight in Ronda.
#2: Jerez de la Frontera is at least a 2-hour drive, but worth it. We did the sherry bodega tour at Sandeman's, and there are many from which to choose. Sandeman's is very close to the Real Escuela del Equitacion. The Andalucian horses and trainers perform twice a week, at noon. Get your tickets in advance over the Internet, as even in February these performances were sold out.
#3: Enjoy a Flamenco evening. If you seek, you will find. In February there is a Flamenco festival in Jerez.
#4: The drive along the high road bordering the cliffs and overlooking the Mediterranean is beautiful. Avoid the hassle of going into Gibraltar, but enjoy the view of this magnificent rock from Algeciras when the sun is in the west. From Tarifa, an old Moorish port with a castle and gardens as well as the ferry to Tangiers, look across the Straits of Gibraltar to the Atlas Mountains and Africa. You may see some of the migrating bird flocks in February. The mountains and hills are dotted with hundreds of new windmills, taking advantage of the westerly Atlantic winds.
#4 Visit the old inner quarter of Marbella, the Casca Antiguo. Streets are paved in marble. Pedestrian streets predominate, making the stroll more pleasant. As you move towards the waterfront, there are two gardens, tiled in marble, laden with tropical greenery. The second park is a plaza with about eight Salvador Dali sculpture pieces in plain air, inviting you to pose and be seen with one of the master's creations. If you like Dali, visit Marbella. The El Greco cafe is an inviting tasty pastry shop where smoking is not allowed.