Tarifa
Located at the most southern point of the continent, Tarifa is a city in the province of Cádiz that is often referred to as the "city of wind".
It has exceptional beaches that are definitely worth visiting, such as Valdevaqueros and Los Lances. These two beaches have a totally secluded feel, where hotel resorts and other developments have not been constructed like along much of Spain's southern shores.
Tarifa is also a great spot for shopping. Most of the stores have a surfer or ethnic vibe, due to its proximity to Africa. In fact, on sunny days you can see the shores of Africa just across the Strait of Gibraltar.