In reply to Newbuild100:
We have stayed several times with a walking friend who has an apartment in Frigliana, and had many happy days walking in the surrounding mountains. Cielo (start from parking area near the Nerja caves)is straightforward (there are a couple of bolted crags in the valley bottom here). The Rio Chillar gorge walk is fun - expect wet feet. Back west is Maroma - we did the Robledal route which was a cracker. Further afield, but a super scramble is Chamizo in very grand limestone country. Hope that helps.