As for culture, Picasso's hometown of Malaga, one of Andalusia's absolute cultural highlights, is nearby, as is Marbella with its beautiful old town and cathedral.
There are plenty of water sports options, or consider mountain biking in the region.
The golf courses of the Costa del Sol are also on your doorstep, or simply take a stroll along the beach.
In The Garden Bar next to Rocas del Mar you can enjoy simple but excellent food and drinks, while enjoying the beautiful view of the sea. Or visit one of the many other bars and restaurants in the area to enjoy delicious local dishes.