I have not been there myself, but Ronda comes highly recommended both by Spanish friends and by an American family that went there.  The photo above of the parador is very dramatic, and so are the scenes shot in Ronda for the movie version of Carmen with Placido Domingo.  It is an old town, perched in the mountains above the Costa del Sol.  For more on the parador, see: http://www.parador.es/ingles/85clicks/rond/rondpaning.htm