Visiting the nearby city of Seville is definitely recommended. The city is known as the largest historical centre in Europe with a long list of impressive sights. The cathedral of Seville is probably the best known of these. But the Royal Palace of Seville (Alcázar) will definitely also take your breath away. Stroll through the city and discover all of the myriad influences from the far flung past. Moors, Vikings, Greeks, Romans and Jews have all left their mark on the city throughout the ages. By focusing too much on Seville, however, we might start to forget about all of the other towns and cities in the area each with its own rich cultural history. Huelva, the capitol of the province is even closer and is also characterized by the typical Andalusian culture. Near Huelva, lies Palos de la Frontera, Columbus' home port, where he and his men sailed from in search of the New World. He left from here on his voyage to eventually discover America.
There is always more to see in the South of Spain. But Portugal is also nearby. For something more fashionable, and to go shopping, you can visit Villamoura. Vale do Lobo, the largest and most luxurious golf and beach vacation resort in Europe, built by a Dutchmen, is also close by.