If you are lucky enough to live in or be visiting over christmas, park the car and take the train into Malaga (It will be too much trouble to drive, and you can't have a drink) one evening. The decorations this year are incredible, apparently there are over 3 million lights. Take in the atmosphere, the free street entertainment, especially the childrens entertainers and the wonderful stalls of the christmas market lining the streets. It is magical and although it is a market and the shops are open it does not have the commercial feel of a British city.
Christmas in spain is still a religious holiday and is an important time for families and particularly the children. Look out for the traditional "Portal de Belen" (nativity scenes) which are laid out in churches, streets and are a feature in almost every spanish home. The spanish EAT for christmas (the main family meal is on christmas eve) consuming vast quantities of prawns (Gambas), sweets (Turron) which comes in an assortment of varieties all based on nougat and marzipan. Wine & Cava washes it all down.
for more about a spanish christmas and the Los Reyes