You can browse the exhibits at Museo Palacio Episcopal ARS Málaga, a museum with a storied past, during your travels to Malaga Historic Centre. Make time to visit the area's shops, or simply enjoy its lively bars.
If you want to give your credit card some exercise, head out to Calle Larios in Málaga Centro. It's also full of great shops and restaurants, so you can spend the afternoon having a wander. Splash some more cash at Central Market of Atarazanas, El Corte Ingles Commercial Center, and Muelle Uno.