La LíneaCadiz province of southwestern Spain, just over the border from Gibraltar.
It doesn't have much to recommend it as a tourist destination in itself, but as you will have to at least pass through it if you're entering Gibraltar by land, its many atmospheric bars and restaurants might warrant a visit.
As you can walk from the centre of La Línea to the centre of Gibraltar in less than half an hour, it also provides alternatives for accommodation if you find yourself balking at the Gibraltan prices.
Buses from Algeciras arrive at the bus station, which is a few minutes walk from the border and town centre.
There is a small tourist office on the Av Principe de Asturias, just opposite the Gibraltar border, or a bigger one towards the town centre (another 5 minutes walk as you continue walking directly away from the border down Av 20 de Abril), where you can get maps and lists of accommodation.
The colourful and bustling central market off Calle de Isabel La Católica is worth a wander, although possibly not for vegetarians!
Tornasoladdress: Calle del Sol 66A very friendly and relaxed bar run by two English-speaking guys (one of whom is an opera singer) with free wifi and computers providing internet access. They have a good range of drinks and food, and claim their hamburger has the pedigree of being the direct descendant of the second ever to appear in Spain!
Betty Bluesaddress: Calle López de AyalaA bar with pool and poker tables popular with the Brits working in Gibraltar. The bar staff all speak English.
La Campanaphone: +34 956173059address: Calle Carboneras 3Rooms with bath and TV
Carlosphone: +34 956762135address: Calle CarbonerasRooms with bath and TV
Pension La Esteponeraphone: +34 956176668address: Calle Carteya 10No frills, but clean, friendly and very cheap, with rooms with shared bathroom or en-suite.