While in Tarifa there are several nice one-day excursions you can make: to Gibraltar to see its monkeys, and to do your shopping in the tax free rock; to Tangier, with the fast ferry from the port of Tarifa; to Algeciras, less than half an hour from Tarifa by bus; to the Roman ruins of Baelo Claudia.
But one of the best things you can do while in Tarifa is taking one of the whale watching tours.