In reply to 3leggeddog:
I don't know anything about the climbing there, but the mountain walking is stunning. Pack your walking boots and forget the beach and the bar!
If you only have time to do one walk, to the base of Roque Nubio from La Culuta is fantastic. If you get a local map you can work out a circular or traverse over it. I understand there are climbs on the Roque although I was told by locals that the rock is a bit unreliable.