For scuba diving check out www.simplydiving.com based in Torromolinas about 30 minutes away.
If surfing is your choice then Tarifa on the Atlantic coast is a must. It is a relaxed resort with a huge sandy beach and famous for its surfing.
Dolphin watching and Whale Spotting trips - leave from the marina in Gibralter. Visit www.dolphin.gi for information and booking. The trips include a sail around the straits of gibralter where you will see the
impressive rock from a different angle.