Most of the sites that Alan G mentions are easily covered within half a day from Benalmádina, but the Guadalhorce estuary will be your closest. Also try the area around the Refugio de Juanar, just past Ojen, on the road up from the coast at Marbella. There are two other excellent under-watched sites off this same road. Just out of Marbella, just before the cemetery, get into the left hand lane and take the left turn there. The road leads round to a pull off point by the La Cascada restaurant. Walk up the tarmac road by the side of the restaurant, into the area known as Puerto Rico. Eventually you will come to a cliff face that has breeding Black Wheatear and Blue Rock Thrush. Rock Bunting are also common here. You can continue walking up a steep climb on this track. There are Bonelli's Eagle in the area, and Eagle Owl. The track continues all the way up to the Refugio de Juanar (2 hours) but it is best to turn back just after the ruined building.
The other site is after the turning for the Refugio de Juanar, and just after the right hand turning to the Mundaluz hotel. There is a plinth with the name "Holcim" on, which marks the turning to the Holcim quarry. Take this turning and turn immediately left. This road eventually leads back under the main road, under an impressive iron bridge. Continuing, the road leads into the Sierra de las Nieves natural park, and from here on to Istan, Tolox or even eventually to Los Quejigales. The first ten or so kilometres however is excellent, before turning back, by the Tolox - Istan junction.