Golf
With over 46 courses, including championship, links and desert courses, offering a wealth of 5* hotels, services, sports and leisure facilities alongside the fabulous golf. Many courses designed and captained by household names such as Seve Ballesteros, Jose Maria Olazabel, Dave Thomas, Jack Nicklaus, Greg Norman and the like. You cannot tire from the challenge or fail to find your golf paradise.

Walking
One of the main attractions this beautiful area has, as a walking destination, is the sheer variety of landscapes available within a short distance of each other. The area offers an abundance of natural flora, especially in spring - including vibrant indigenous flowers and almond, olive, cork, oak and pine trees - as well as a breathtaking array of wildlife ranging from eagles and buzzards to golden orioles, reptiles and even the occasional Spanish ibex or wild boar. For the less energetic, there are 150 miles of golden beaches to choose from or alternatively take a leisurely stroll through the historic city of Malaga.
http://www.islashormigas.com 
http://www.planeta-azul.com

Cycling
With a mixture of dirt tracks and back lanes, the cycling meanders through ancient forests, beneath sandstone cliffs With its sunny climate, fantastic coasts and mountains, one really can't go wrong with a bicycle tour of Murcia. Cycling along this Mediterranean coast with its great views, fantastic beaches, stunning headlands, Moreover, there are plenty of interesting historical and cultural sites to visit along the way, such as ancient forts and castles, cathedrals and old fishing villages.
http://www.cyclingplus.co.uk/forum/topic.asp?TOPIC_ID=112030 
http://www.sportingtours.co.uk/mtb/mtb1.html

Climbing
This area of Spain has long been known as a “Sun and Fun” holiday destination but is only recently becoming known as a venue for climbing. The sheer quantity and variety of climbing, not to mention the good weather, makes this a wonderful place to climb, particularly during those wet and miserable winters back home. The crags range from single pitch, generously bolted, sport routes to almost alpine sized mountain routes with natural gear.
http://www.escuelasdeescalada.com/ingles/lista_i.php?comunidad=14
http://www.islashormigas.com

Fishing
Due to the extensive beaches, fishing, and especially underwater fishing, is a very important sport practiced here. Fishing offshore and by boat along the coast is also a good way to relax and soak up the sun. alternatively there are an abundance of freshwater lake species like bass that can be caught on a fly, which makes for very exciting sport.
http://www.total-fishing.com

Water Sports
The sunrises over the Mediterranean can be spectacular and the sunsets over the quieter Mar Menor are stunning. This whole area is for lovers of water sports of all kinds: sailing, windsurfing, kite surfing, jet skiing, snorkelling, scuba diving or just swimming. There are many marinas in the area and several schools for these activities.
http://www.gesturmediterranea.com 
http://www.diving-consultants.com 
http://www.pepinosjet.com 
http://www.islashormigas.com 

Kids Activities
The Costa del Sol is great for children and families. The younger members of the family are sure to have a fantastic time taking part in the many activities and making new friends. The majority of resorts have child-friendly facilities ranging from kids' playgrounds to separate babies' pools for the little ones, children's menus at most restaurants, mountain biking, snorkelling, horse riding and go-karting (with kids' karts). The infinite sandy beaches in the area provide entire days of fun for the whole family.