Ascend to the top of La Alcazaba, the medieval Moorish fortress that towers over the city. This palatial fortification was built by the Hammudid dynasty in the early 11th century and is the best-preserved Moorish castle in Spain. From here, you can wander down to the Roman Amphitheatre that sits beneath it, before you gaze up at the 16th-century cathedral that sits right in the city center.
It just wouldn't be a trip to the Costa del Sol without a little coast and sun. Most tourists stick to the convenient La Malagueta Beach, but if you've got more than a couple hours in Málaga, you can take a taxi to less crowded but equally beautiful beaches to the east, like Playamar or Playa de Burriana.