Gibraltar is best explored on foot, as with only about 6.5 square kilometres the peninsula is fairly small.
The shopping streets around the Main Street are pedestrianised anyway. Walking around the city centre gives you the chance to discover many nice details.
You can even climb the Rock on foot or at least walk down from the top, but make sure to wear proper walking shoes.
Fun flying into Gibraltar over the sea skipping across the waves, wondering if you are landing in the sea. The airstrip sits between Gibraltar and Spain. Watch out for planes landing when you cross the border.
Cruise Liners berth here so its possible to book a cruise and visit Gib.