Málaga: Picasso, a city beach and sardines grilled on skewers

The Alcazaba is an eleventh-century Moorish fortress-palace built on the slope of the hill overlooking the city. Inside are courtyards with fountains, gardens, arches and walls on several levels, a taster of Granada's Alhambra with shorter queues.

At the foot of the Alcazaba is the Roman Theatre, discovered by chance in the twentieth century during building works. Roman ruins and a Moorish fortress side by side sum up Málaga's history nicely.

Higher up, the fourteenth-century Gibralfaro Castle offers the best view of the city: the port, the bullring, the cathedral and the sea. The walk up is steep but doable; there's also a bus. At sunset the view is worth every step.

Málaga Cathedral is affectionately known as «La Manquita», the one-armed lady, because one of its two towers was never finished. The money, they say, went elsewhere. Inside it's Renaissance and imposing, and there are rooftop tours with views over the city.

Calle Larios, the main street, is elegant, pedestrian and always busy, especially at Christmas, when the lights turn it into a show. Around it, the old town has squares, churches, tapas bars and terraces.

The Atarazanas Market, in a former Arab shipyard with a huge stained-glass window, is the place to see fish, fruit and Andalusian produce and to snack at the counter. Go in the morning, and hungry.

Pablo Picasso was born in Málaga in 1881, in a house on Plaza de la Merced that is now the Birthplace Museum, with personal items and works. Nearby, the Museo Picasso Málaga, in a Renaissance palace, holds an important collection donated by the artist's family.

Málaga has dozens of museums. The Centre Pompidou Málaga, in a colourful glass cube at the port, the Carmen Thyssen Museum, with nineteenth-century Spanish painting, and the Museum of Málaga, in the former Customs Palace, are the best known.

Even if museums aren't your thing, you'll enjoy Muelle Uno, the renovated harbour promenade, with shops, restaurants and views of the city and boats. It's the best late-afternoon stroll.

Malagueta beach is a few minutes' walk from the centre, making Málaga one of the few big European cities with a real city beach. To the east come more beaches and the fishermen's quarter of Pedregalejo, with beach restaurants.

The espeto de sardinas is the coast's speciality: sardines skewered on a cane and grilled over embers inside small sand-filled boats by the sea. Add pescaíto frito (fried fish), ajoblanco, a cold almond and garlic soup, and a glass of sweet Málaga wine.

In the late afternoon the chiringuitos, the beach bars, fill with families and friends. Order a cold beer and some sardines, and let the sun set at its own pace.

Ronda, about an hour and a half away, is a spectacular town over a gorge, with the Puente Nuevo linking both sides more than a hundred metres above the river and one of Spain's oldest bullrings.

Nerja, to the east, has the Balcón de Europa viewpoint and the huge Nerja caves full of stalactites. On the way are white villages like Frigiliana, one of the prettiest in Andalusia.

The Caminito del Rey is a walkway hanging from the walls of a gorge, once considered one of the world's most dangerous paths and now safe and very popular. You need to book in advance. A private tour helps you combine these places without rushing or unfamiliar roads.