We were in Cadiz for 5 days in January during our two-family trip to Spain in 2022. We loved it! Here is some cut/paste from the trip report I did:
Lodging:
Cadiz: El Armador Casa Palacio via booking.com -- 3 2-BR apartments and 1 1-BR apartment. This place is lovely, one of the nicest I’ve ever stayed at. We had the Penthouse apartment with a gorgeous terrace, lots of space in the apartment. Very helpful reception desk. We felt pampered.
What we did:
Cadiz: January 2-6. Weather 60s day, 50s night; sunny with a couple of brief rain spells
Lots of walking – especially on the promenade around the coastline. Beautiful.
La Caleta beach, walked in the ocean
Lots of gelato on Calle Ancha, just down from our apartment. Very convenient.
Tavira Tower
Shopped for dinner at the Central Market. Bought clams, fish filets (don’t know specific species; some kind of whitefish), fish gills, roe sacks, and chicken (for the cowards who wouldn’t eat the seafood).
Roman Theatre ruins
Christmas Market in the Plaza de San Antonio (including toboggan rides!)
Three Kings Parades (super fun)
More walking
Just a note that although it looks like there’s nothing to do in Cadiz, we absolutely loved it. It is very low key but beautiful for strolling around, lots of wonderful places to stop for food, lovely gardens, many pedestrian-only streets with great window shopping, and of course, the beach. It was a wonderful, relaxing place to be, and we would have loved to stay longer. Next time.
I was in Jerez de la Frontera back in 2018. We enjoyed the horse show at the Equestrian School as well as a bodega tour at Tio Pepe's. There are lots of other bodegas if this interests you; google for current info. Between the horse show, its museum, and Tio Pepe's, our day trip from Sevilla was filled. There is also a cathedral to visit; I haven't been in.