You go by car to Maro, which is right next to Nerja, and follow the old N-340 highway. After a couple of kilometres, you'll leave the half-urbanised area and find yourself at a stretch of cliffs, with the sea on the right and the mountains on the left. There are beaches under embankments, although you'll have to walk for a while to reach them. We went to two, although in a week you could discover them all. You can also reach these beaches by kayaks from Maro (a good idea, but we didn't - our son had just turned one, and the smallest life jacket was like a tent on him). We were almost completely alone on one of these beaches, and at the exact point that I marked on the map there is a cave in which you can relax and stay out of the sun until lunch time (while the sun is in the east).
If you go by the old road from Malaga to Almeria, on the section from Torrox Costa to Nerja there is a rock by the sea, that for some has become a sort of sanctuary. Some niches have been excavated in the rock and hold an image of the Virgen del Carmen (patron saint of sailors) and Christ, the Christ of love. Residents lay flowers and light candles, the groundswell frames this curious rock.