Shoppers paradise, not only cheap tobacco, perfume and alcohol (Duty free so watch how much you buy). Since they re-built the centre it is much improved with lots of bars and restaurants to choose from and as we were there in January, many of the bars had patio heaters which helped until the sun rose above the rock. Worth the trip to the top at least once.
Not worth the ride into Town. Best to turn left out of the dock gate and walk where you will find a number of small shops, bars and cafes. One tour worth doing is to Cascais (or get the train) a lovely little seaside town.
Very un-spoiled, lots of little squares with cafes, shops. Unfortunately it is some way from Seville itself and so unless you like long coach rides stick to Cadiz.