Málaga itself is a wonderful city, genuine Andalusian atmosphere, great cafés, tapas bars, restaurants, culture, theaters, nightlife and sights. Within 300 meters in the city center you'll find the newly excavated Roman theater, the 8-11th century Moorish Alcazaba, the 16th century cathedral, Picasso's birth-place and the Picasso museum and the brand new Carmen Thyssen Museum. http://www.andalucia.com/cities/malaga/home.htm

A couple of articles about Málaga, one of my absolute favourite cities in Spain after 25 years of intensive travelling in the country:
http://www.telegraph.co.uk/journalists/nigel-tisdall/8773310/Malaga-Spain-Secret-Spanish-pleasures.html
http://www.guardian.co.uk/travel/2009/jun/21/malaga-spain-city-breaks-travel?INTCMP=SRCH

Just north of Málaga, you find the spectacular Torcal limestone rock formations: http://www.andalucia.com/antequera/torcal/home.htm

Just east of Málaga (and on the way to Granada), you find the famous prehistoric Nerja caves. http://www.cuevadenerja.es/index.php?lenguaje=en

If you plan to go to Córdoba, the high speed AVE train is much faster than going by car (55 mins vs. more than 2 hours).

A little more detailed about some sites in the heart of Málaga:

The Moorish Alcazaba: http://www.andalucia.com/cities/malaga/alcazaba.htm
Photo: http://www.pbase.com/dav4184/image/43031360

The Roman theater: http://www.spain.info/en/conoce/monumentos/malaga/teatro_romano_de_malaga.html

The Cathedral: http://www.andalucia.com/cities/malaga/cathedral.htm

The Picasso museum: http://www.andalucia.com/cities/malaga/picassomuseum.htm

Picasso's birthplace: http://www.andalucia.com/province/museums/casanatal.htm

The Carmen Thyssen art museum: http://www.andalucia.com/cities/malaga/museums/thyssen.htm

Art and Popular Customs Museum:
http://www.andalucia.com/cities/malaga/museums/museo-artes-costumbres-populares.htm

Lots of fabulous tapas bars and restaurants in the center of the city (where all the above sights are), but here are two suggestions:
Both traditional and innovative tapas at Tapeo de Cervantes, just by the Cervantes theater: http://www.tripadvisor.com/Restaurant_Review-g187438-d1443106-Reviews-Tapeo_de_Cervantes-Malaga_Costa_del_Sol_Andalucia.html

Excllent seafood and great Málaga atmosphere at La Campana in C/Granada, 35: http://11870.com/pro/la-campana-malaga/media

Don't leave Málaga without tasting the fantastic Conchas finas! http://guiamlg.com/comer-en-malaga-conchas-finas/

I wouldn't miss taking a daytrip to Granada and visiting the Alhambra - be sure to purchase your tickets in advance. Cordoba is another place I wouldn't miss but you don't mention if you're going to Sevilla. If so then you could do an easy daytrip to Cordoba from Sevilla. Ronda, with it's spectacular gorge, is another popular daytrip from Malaga.

You do not need a car to go to any of those places, take the bus,comfortable and reliable.
Kimhe, the Cathedral is XVI (1504) to XVIII (1775), though is still unfinished...I am presntly guiding some friends and we've been to Pimpi, Central Market, Museo de Costumbres populares, Casa del Guardia, a Venta in the hills, and we are getting ready for a white night (everything open tonight till 2 or 3, plus extra activities).

josele,

Hope you hade a great Noche en blanco!

Hi Kimhe, the Noche en Blanco worked perfectly, every museum was open till 2,00 (at least) with extra activities or concerts, even the Cathedral; it was difficult (but not impossible) to get a place for a drink (or two), and then the tapas (No hunger after lunch in a Venta...), our friends were delighted.
Now Malaga football club was playing a decisive match and has WON. Besides, today was a real summer day, heat arrived all of a sudden, lots of peiople at the beaches, and the Tintero.

josele

Saw the Málaga-Gijón match directly on my PC. What a fabulous season, congratulations! And just one goal away from loosing it all after Atlético won, scary... ¡Ya somos de Champions!