If what you are looking for is to leave and return on the same day, without having to sleep outside the home, Acción y Eventos offers a variety of sports, cultural and leisure activities for your group.
You can download the PDF here.
Whale Watching in Tarifa:
Combined Surf – Kite – Paddel Sub:
Canyoning down:

Kayak by Nerja and Maro:
Gymkhanas / Amusement Park / Visits Monuments:
Greenways: