The Tourist Information Offices in Gibraltar have a free Mini Guide Gibraltar available which is very useful when exploring the city. It includes a street map of the city centre as well as a map of the whole peninsula. Apart from that it provides information about the main sights.
The Gibraltar Tourist Board has a few offices in the city where you can pick up brochures and maps. One is located at the Casemates Square and another one can be found at the Cathedral Square.
Miscellaneous: I dont think there is any need to bring items that you think you wont be able to get here. There is a Marks and Spencer, a big Safeway store, Mothercare and lots of other various kinds of shops. So whether its sun cream, batteries or film for your camera, plasters for your feet all these things can be bought on Gibraltar and I dont really think anymore expensive than you will pay at home.
Miscellaneous: Make sure you bring your passport to Gibraltar. Gibraltar is NOT part of the Schengen Treaty, therefore crossing between Spain and Gibraltar will require a passport and at least some customs inspection. EU citizens should have their national identity card or a passport, all others must have a passport. Gibraltar doesn't usually stamp your passport, so usually there is no problem with invalidating single entry visas.
Miscellaneous: Note that if you need a visa to get in to the U.K. you will need a special visa for Gibraltar! A family from the Philippines on my tour did not get to go to Gibraltar because they thought their general UK visa and visa for Spain would be sufficient. We had to leave them at the last Spanish town and pick them up when we were done. (U.S. citizen's do not need a visa)
Luggage and bags:
Normal luggage will suffice, anything you feel happy carting around with you.
Clothing/Shoes/Weather Gear: Summer is summer and winter is winter, there are no in betweens here, so depanding on when you travel pack the right items.
Sandals, shorts and t-shirts for summer and jacket, long trousers and warm shoes for the winter.
Toiletries and Medical Supplies: A must for the summer is mosquito repellent, they smell blood on everyone, most shops sell them, so don't panick if you don't have any.
Not to bring, but to take back:
If you first take the trip from Spain it actually pays to buy your liquor and tobacco here, as it is cheaper than at the airport.
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