Travelers with their own wheels who want a real taste of the area in just a few days could start by exploring the relatively unspoiled villages of the Costa Tropical: wander around quaint Salobreńa, then hit the larger coastal resort of Nerja and head inland for a look around pretty Frigiliana.
Move on to Málaga next; it has lots to offer, including museums, excellent restaurants, and some of the best tapas bars in the province. It's also easy to get to stunning, mountaintop Ronda, which is also on a bus route.
Hit the coast at Marbella, the Costa del Sol's swankiest resort, and then take a leisurely stroll around Puerto Banús. Next, head west to Gibraltar for a day of shopping and sightseeing before returning to the coast and Torremolinos for a night on the town.
Choose your base carefully, as the various areas here make for very different experiences. Málaga is a vibrant Spanish city, virtually untainted by tourism, while Torremolinos is a budget destination catering mostly to the mass market. Fuengirola is quieter, with a large population of middle-aged expatriates; farther west, the Marbella–San Pedro de Alcántara area is more exclusive and expensive.
It's worth timing your visit to coincide with one of the Costa del Sol's many traditional festivals. The annual ferias (more general and usually lengthier celebrations than fiestas) in Málaga (early August) and Fuengirola (early October) are among the best for sheer exuberance.
Feast of San Juan. Midnight bonfires light up beaches all along the coast on June 23, and the celebrations continue the next day.
San Isidro. This celebration on May 15 is marked by typically Andalusian ferias (fairs), with plenty of flamenco and fino (sherry), in Nerja and Estepona.
Semana Santa. Holy Week processions are particularly dramatic in Málaga.
Virgen del Carmen. The patron saint of fishermen is honored in coastal communities, particularly in Los Boliches (Fuengirola) and Velez-Málaga, on her feast day, July 16.