Take a hike
Málaga was an important Roman colony. Start your walk at the Roman theatre, recently excavated from beneath the local library. Next to the rectangular modern building that forms the theatre's entrance stands a glass pyramid, under which traces of the city's foundations can be seen. Inside, a fascinating touch-screen display explains the background to life in the theatre outside. The complex opens 10am-2pm Wednesday-Sunday; admission free.
Follow the path around to the entrance of the Alcazaba, an 11th-century Moorish fortress built on top of the old Roman city; some of its pillars are still clearly visible. Inside are courtyards, intricately carved archways, pools and gardens. Return to street level and head east, past the bull ring until you reach the beach of La Malagueta, an area that is popular with locals at the weekend, even in winter.
Turn back towards the city and Paseo de la Farola, currently undergoing renovations that will soon turn it into an upmarket shopping and entertainment area. To the left is the park, a peaceful area filled with exotic plants. Down the right-hand side are the baroque town hall, and the equally imposing Bank of Spain, and former post office, now part of Málaga University. At the far end of the park, turn right into the pedestrianised Calle Marqués de Larios and the beginning of the old city.
Lunch on the run
In Spain, lunch is often the largest of the day's meals, but for a light snack, order some tapas at the cafe in the Plaza de las Flores, a pleasant square filled with orange trees. Or spend €5 on the dish of the day at the long-established Cafe Central, tucked away in Pasaje de Chinitas, which is just off the Plaza de la Constitución.
Go to church
The most striking monument in the city is the cathedral – open 10am-6.45pm Monday-Friday, 10am-5.45pm on Saturday and closed on Sundays except for Mass; €5. One of the largest in Spain, it's a wonderfully ornate building combining Gothic, Renaissance and Baroque architecture. The exterior has an elaborate façade and single tower, earning it the nickname of La Manquita, or "one-armed". Notable features inside include 18 side chapels and some exquisite wood carving in the choir stalls.
The main retail street is the Calle Marqués de Larios – a wide, pedestrianised boulevard containing a number of Spanish fashion brands including Massimo Dutti and Desigual. Not to be missed, especially if you want to take home local specialities such as salted almonds, is the newly restored Atarazanas market. It occupies a building once used by the Moors for repairing their ships, an activity depicted in a stained glass panel on the market wall.
Málaga supposedly boasts more bars than anywhere else in Spain. The oldest is the Antigua Casa de Guardia on Calle Pastora. Typical of many traditional bars, it has barrels stacked up along one side containing the local wines on offer. Bars as renowned for their tapas as for their wine include El Pimpi at Calle Granada 62, or El Patio across the street.
Dine with the locals
For a more substantial meal than tapas, try Mariano, in Plaza del Siglo. Dishes on offer include the regional speciality of fried fish, and main courses start at €17. Sacacorchos, on the corner of Granada and Uncibay, serves good modern Spanish cuisine.
Sunday morning: a walk in the park
One of the city's hidden treasures is the botanical garden, La Concepción, about 20 minutes north of the city centre, and accessible on bus 61 from the Alameda Principal; buy a €1.20 ticket on board. The garden was created in the mid-19th century by an aristocratic couple who brought back plants from their travels around the world and put together an astonishing collection of tropical flora. Occasional splashes of colour are provided when the plants come into bloom, but the main impression during winter months is of the varied texture of the foliage and the effects created by the sunlight on the leaves. La Concepció* opens daily except Monday 9.30am – 5.30pm, later in summer, admission €4.20.
Out to brunch
CAC, the Centre for Contemporary Art, has an excellent café: the Victoria Lounge. For around €7.50 you could have coffee, juice, tortilla, and bread with bacon and cheese. Before you leave, pop into CAC (00 34 952 120 055; cacmalaga.org; 10am-8pm daily; free) to see its permanent collection of works by Damien Hirst, Gilbert and George, and others, or visit the latest temporary show.
To join the locals for a typical Sunday meal, head to the beach where, even in winter, the small cafés, or chiringuitos, are buzzing. Try the Chiringuito Tropicana where you can sit at a table under the palm trees and enjoy a plate of paella.
Málaga was the home town of Pablo Picasso, and although he moved away at the age of 11, he is commemorated in the city. He was born in a first-floor apartment at 15 Plaza de la Merced, in a building that now belongs to the Picasso Foundation (00 34 952 060 215; fundacionpicasso.es). On display are some artefacts belonging to the family, as well as paintings by the artist's father of subjects that would later provide him with inspiration, including doves and bullfighting. Open daily 7.30am-8pm; €1.
Shortly after he was born, Picasso's family moved to a larger apartment on the square, between the bookshop and the Irish bar. Pablo was baptised in the Church of Santiago on Calle Granada, a building notable for its ornate tower, which was once a minaret. Close by is the Picasso Museum, located in the Palacio de Buenavista at Calle San Agustí* 8 (00 34 902 443 377; museopicassomalaga.org), a building worth seeing in its own right for its patio, marble staircases and beautiful ceilings. Although the paintings on display may not be the artist's finest, they are nevertheless fascinating, a collection belonging to the family that contains many intimate portraits, and depictions of objects that inspired him. The museum opens 10am-8pm daily except Monday (to 9pm Friday and Saturday); €6. There are also regular temporary exhibitions; a retrospective of the works of Alberto Giacometti continues until 5 February.
Why go now?
Travellers who regard Málaga as no more than a gateway to the Costa del Sol are missing one of Andalucía's greatest treasures. In addition to its permanent attractions, the city is adorned with lights and planted with poinsettias at Christmas; elaborate parades take place throughout Advent; and the climate is rarely less than pleasantly mild. Huge efforts have been made recently to renovate and improve aspects of the city by a go-ahead mayor aiming to make Málaga the most important and attractive Spanish city on the Mediterranean Sea.
You can fly non-stop to Málaga from 15 UK airports, on Aer Lingus (0871 718 5000; aerlingus.com), BA (0844 493 0787; ba.com), Bmibaby (0844 245 0055; bmibaby.com), easyJet (0843 104 5000; easyjet.com), Flybe (0871 700 2000; flybe.com), Jet2 (0871 226 1737; jet2.com), Monarch (0871 940 5040; monarch.co.uk) and Ryanair (0871 246 0000; ryanair.com).
Málaga's airport is only 7km west of the city. Trains run between the airport and Málaga Centro-Alameda station every 20 minutes. The journey takes 12 minutes, fare €1.40. Buses (€2) take a little longer, but leave every half-hour to go deeper into the city, to the bus stop (2) on the Alameda Principal.
Hotel Larios at Calle Marqués de Larios 2 (00 34 952 222 200; hotel-larios.com) combines a central location, art deco style, modern technology, and a roof-top bar. Doubles start at €85, room only. Those at its more contemporary sister hotel, the Lola at Calle Casas de Campos 17 (00 34 952 579 300; room-matehotels.com), start at €65, room only.
Hotel Carlos V, at Calle Cister 10 (00 34 952 215 120; hotel-carlosvmalaga.com) is a more modest establishment providing comfortable lodgings in a handy location. Doubles are available from €45, room only.
For easy access to the city while still feeling away from it all, the Parador de Málaga Gibralfaro (00 34 952 221 902; parador.es), perched on the hillside next to the Gibralfaro castle, is an excellent choice. All the rooms have balconies, and there is a roof-top swimming pool. Double rooms with breakfast are available from €110.
Get your bearings
Málaga is located on a bay at the point where the Mediterranean coast begins to dip down towards the Straits of Gibraltar. It is dominated by the Gibralfaro hill, from which there are panoramic views of the city below, and sandy beaches to the east and west. The leafy Paseo del Parque runs behind the expanding port and, with the Alameda Principal, forms the city's main thoroughfare. They meet at the Plaza de la Marina, the location of the main tourist office, which opens 9am-6pm daily. The old city is a small area north of the Alameda, with the river Guadalmedina at its western side and the Gibralfaro hill to the east.