Walking / Hiking
If walking around the (partly pretty hilly) city center is not enogh for you, you can hike the surrounding mountains, like the Cerro de la Bufa!
Hiking the Bufa
If you want to do some sport, you can choose visit the bufa by hiking instead going by car.
The bufa is one icon of the city. Is a mountain were you can have an excelent sightsee of the city.