Granada is within reach as a day trip, well worth visiting, not least the Alhambra. The Nerja caves are practically on the doorstep. When I first visited Frigiliana more than two decades ago it was an obscure village where I was one of perhaps ten or so tourists (guessing - that September I never recognised any as such, of any nationality). Now, the place is far busier with a new road in and significant numbers of houses across the hillsides - this was already beginning then. The old village remains a charming place and there is no shortage of walks to be had. A drive along the coast to Malaga is easy and Fuerteventura and Puerto Banus are also accessible. Gibraltar is a fair trek away but, if you start early and accept returning late, it is achievable. Inland locations, such as Mijas, Ojen and Ronda, are there too, just have a look at a good map and/or google for the names and attractions. It very much depends on what you are interested in doing and the lengths you are willing to go in order to achieve it.