Fuengirola is primarily a beach town, and the beach is what most people come for. But the medieval castle, the surprisingly excellent zoo, and the old town quarter give visitors enough to fill a day or two between beach sessions.
The hilltop village of Mijas, 15 minutes inland, is the most worthwhile excursion. For more serious day trips, Málaga and Marbella are both under an hour by car or train — Fuengirola sits almost exactly between them.