If you're after wildlife, unspoilt Spain, decent beaches and good water sports I'd strongly recommend you visit the Costa de la Luz, Bar. Tarifa (in the Cádiz province) is a lovely place to go - it's a pretty unspoilt Spanish town with good nightlife and it has very good watersports - windsurfing & kite surfing are very popular. Tarifa and the surrounding area have superb beaches as well and are on the outskirts of a few national parks - the Los Alcornocales is just inland of Tarifa towards Jimena and is stunning, with many birds of prey and other wildlife. There is also a mountain range right behind Tarifa with a national park there - I forget the name - which again is rich with birds of prey (it is well known for having populations of vultures and eagles) in particular.
There are also some great cities within an hour or so's drive - Cádiz, Sevilla, Jerez are all close. I haven't visited Jerez but Cádiz and Sevilla are lovely cities - Sevilla is stunning.
There is a lot of history in the area too - Tarifa itself is lovely with a lot of old Moorish architecture and there are Roman ruins to be visited 15 mins down the road at Bolonia, right next to the stunning (and unspoilt)beach there.
There are quite a few airports in the vicinity as well - your best bets are probably Jerez (Ryanair flies from Stanstead & you can get some very cheap flights) which is around an hour away or Gibraltar (daily flights from Luton or Manchester with Monarch, from Heathrow or Gatwick with BA) which is around 30-45 minutes away. There are also airports in Sevilla (around an hour and a half-2 hrs away) and Cádiz (around 30-45 mins away). Car hire is cheap and very reliable & I would strongly recommend
Carjet having used them many times.
As Euro says, Benalmadena has a pretty decent beach (and a lovely little port, it's very distinctive) but it is slap-bang in the middle of the Costa del Sol tourist trap, it's right next door to Fuengirola. I agree about Nerja, it's a lovely little town, still Spanish and unspoilt and within fairly easy reach of Granada and the Sierra Nevada mountains which are great for wildlife/
A good website for information on pretty much anything about Andalucía is
Andalucía. If you want any more info from me then just ask or PM me.
The Rough Guide to Andalucia is also a good book and a very good guide to the region.
Oh, and if you want proof of how lovely the beaches are - here you go, two shots of Bolonia beach taken from the Roman ruins behind the beach.