In general, Málaga is a more modern city and serves as a main entrance point and transport hub for tourists. There are also a lot of foreign expats that have settled in the Costa del Sol area around Malaga while Cadiz retains a more Spanish feel. Both have excellent beaches, fascinating historical sites and terrific seafood restaurants. Cadiz, however, in our opinion, is more classically beautiful with its old town crowded onto a little island with great views in all directions. It is also closer to most of the pueblos blancos (white villages), making it easier to take a day trip to see some of these wonderful towns. Overall, we would recommend Cadiz as a destination in itself but Malaga if you are looking for a short city break before moving on to the Costa del Sol beaches or one of the other classic Andalusian cities.