Seconded for Ronda - and do go into the gorge as well as the bull ring and town - pastries there are worth the extra few calories.... plus have a go at Tarifa, and Casares - hill town, and one of the most pretty pueblo blancos. Also, Montefr�o has stunning scenery and location - west of Granada.
Caves at Guadix, and one of the most well know of Andalucias castles at La Calahorra is worth a viewing.
Sierra de Carde�a y Montoro Natural Park in the Cordoba region is home to loads of wildlife including lynx, so if you want a walk about - weather dependent - make for this region - not often on the tourist trail, but worth it all the same.
andalucia.com is a good site for info on the region....have a trawl through and see what else takes the fancy. Have a nice time..! and be amazed at what people in Gibralter eat compared to Spain...........i.e .egg, chips and beans....but at least tax free shopping is a plus, and the people are really nice too. The monkies on the Rock aren't though - don't feed the little blighters if you can help it.