Try the following for some fun:
(a) Traverse of the Puntal de la Caldera from W to E
(b) The NW ridge of the Pico del Cartujo from the ski centre (1 day)
(c) The Espolon de Alcazaba (2 or 3 days) from the Genil valley and Verada de la Estrella
(d) Loma de Lanchar, Veta Grande and Cerro de los Machos from the Genil valley (ardous!)
There's not much information in english. Maybe this site and
http://www.spanishhighs.co.uk. Otherwise if you speak some spanish you can find some ideas and information from
http://www.nevasport.com/phorum/index.php?55