Granada and Tangier, Morocco are both long days out but do-able in a day. (Not both in one day!)
Nerja and Frigiliana is a nice day trip - Nerja being on the coast, and Frigilani a pretty white village way up the hillside.
Ronda is absolutely fabby with fantastic views over a gorge.
Actually, most of the available trips are listed here:
http://www.grabameal.co.uk/deal58.htm
I have never used that company so I am not recommending them - you could get better deals elsewhere, or indeed hire a car and drive.
The Costa Del Sol is quite a large area - I had an apartment in Nerja for years and if you are staying in that area a day out to Marbella and Puerto Banus, they are very close together, is nice.
If you have children there is a massive waterpark at Torremolinos that they will enjoy.
If you like your spaghetti westerns, Mini-Hollywood in Almeria is a western style theme park that used to be a film set - Fistful of Dollars and so on was filmed there.
http://spainforvisitors.com/archive/features/a a081501a.htm