I visited Gibraltar in 2012 and I went with my bicycle to clim the mountain, but it is a very short trail. If you want to see amaizing landscapes, go to Malaga and not the capital, go to Ardales. Near is the water reservoir and a lot of trails for MTB. Another interesting area for road bikes is the road from Ronda to Marbella, I don´t remember the name but it was incredible, it is like the Pirineos in north Spain.