Watch out for the plane!
Gibraltar airport is crazy. It is an old RAF station, and the terminal building looks like a few Nissen huts stuck together. The runway is even better, as a main road goes across the middle of it. When a plane wishes to land, they close the runway to cars and pedestrians.
More worryingly there are little signs warning pedestrians not to drop litter, as it may cause the aircraft to crash, though quite how this might happen isn't explained.
We highly recommend the place, though don't drive in - it will take you five hours to drive back out. If you do insist on driving in, be warned of a potential scam; don't buy a ticket from any dodgy-looking guys just before customs. They'll actually try to sell you a Spanish lottery ticket, and will pretend that you need them to get into the country. You don't.