The Atlantic meets the Mediterranean
Europa point, Things to see in Gibraltar, Gibraltar
Although the site itself relly looks bad (it's basically just a big gravel field, a cricket court and an abandon tourist shop the view is worth a visit. If the sky is clear you can see Morocco just 25 km away, you have the Rock behind you, the Mediterranean to the east and the Atlantic to the west. You really feel that this is the tip of Europe. It's usually very windy around here so it might be a good idea to bring a sweater.
You can take the bus to Europa point if you don't want to walk, it costs you ~60 pence and the bus goes every 15 min during day time.