Consuegra is worth it. The castle and windmills are easy to get to from the CM42. You can see the castle from the road so you won't get lost. The castle costs a few euros to enter but is worth it. My first time visiting it was in the late 70s when it was really just a ruin and free to roam around. It is much nicer now. If you are into wndmills, then Campo de Criptana is nearby. After leaving Consuegra, stay on the CM42 past the E5, then get onto the CM420 until you arrive. Those windmills are the ones Don Quixote referred to as Giants. If you can only do one, pick Consuegra. You will enjoy Ronda and Arcos de la Frontera. The one way road leading to the overlook in Arcos is narrow and has a couple really tight turns on the way down. Parking is available but limited at the overlook. Consider taking the tram from town if your vehicle is large or you hate really narrow streets.
Straight down the E902/A44 from Granada are the beach towns of Salobrena and Motril. Consider checking them out as possible places to stay. They are less touristy than Marbella or Torremolinos. I've never stopped at Nerja. In late September 2014 (my last visit) southern Spain was in a heat wave and it was in the mid-90s every day.