In reply to pt811:
El chorro, Costa blanca, Costa daurada would all be good.
IMHO the daurada area is the most scenic. El chorro has the most convenient climbing in a tight area requiring little driving and would be my first choice if you care more about the climbing than anything else. Costa blanca is great too and probably has the biggest variety of climbing but you do end up driving half an hour each way to most crags I find.