Tivoli World is an amusement park and performance venue atop a hill in Benalmádena. The performances can be kind of tacky - there's a Wild West Show (yee-ha!) and can-canning soubrettes - but there's also flamenco dancing which, while it may not be anything close to authentic, can still be quite thrilling.
Aside from the performance space there are a number of rides, with a whole section for the littler kids, a water flume, a haunted house, a sky drop, and assorted roller coasters. A wristband that you buy at the gate gets you a whole day of unlimited rides, but be sure that what you want to ride is actually open before you buy.