Art lovers will be in heaven as Picasso was born here and his house, the Casa Natal de Picasso, is open to visitors. Also visit the new Picasso museum, a 16th- century palace which has a large collection of his works, donated by his daughter-in-law. The Museo de Bellas Artes has a good collection of Ribera, Zurbaran, Murillo and Alonso Cano.
Also check out the Alcazaba, or fortress, and the Gibralfaro, an 8th-century Muslim castle, as both are really spectacular.
To get away from it all for a bit of adventure, head into the dramatic surrounding countryside. To the north of Malaga lies the Sierra de las Nieves national park, near Ronda. It's a great place to go hiking and to check out some amazing prehistoric rock art.
Ronda itself is incredibly picturesque too, or you could visit the city of Granada to marvel at the Alhambra, one of the finest examples of a medieval Arab palace in the world.