It doesn't have much to recommend it as a tourist destination in itself, but as you will have to at least pass through it if you're entering Gibraltar by land, its many atmospheric bars and restaurants might warrant a visit.
As you can walk from the centre of La Línea to the centre of Gibraltar in less than half an hour, it also provides alternatives for accommodation if you find yourself balking at the Gibraltan prices.
Buses from Algeciras arrive at the bus station, which is a few minutes walk from the border and town centre.
There is a small tourist office on the Av Principe de Asturias, just opposite the Gibraltar border, or a bigger one towards the town centre (another 5 minutes walk as you continue walking directly away from the border down Av 20 de Abril), where you can get maps and lists of accommodation.
The colourful and bustling central market off Calle de Isabel La Católica is worth a wander, although possibly not for vegetarians!
- 1 Tornasol, Calle del Sol 66 (At the junction of Calle del Sol and Calle López de Ayala). 10:00-00:00. A very friendly and relaxed bar run by two English-speaking guys (one of whom is an opera singer) with free wifi and computers providing internet access. They have a good range of drinks and food, and claim their hamburger has the pedigree of being the direct descendant of the second ever to appear in Spain!
- Betty Blues, Calle López de Ayala (On corner of Calle Sol and Calle López de Ayala, next to Tornasol). A bar with pool and poker tables popular with the Brits working in Gibraltar. The bar staff all speak English.
- La Campana, Calle Carboneras 3, ☏ . Check-out: 12.00. Rooms with bath and TV 28.
- Carlos, Calle Carboneras (Opposite La Campana), ☏ . Check-out: 12.00. Rooms with bath and TV 28.
- Pension La Esteponera, Calle Carteya 10, ☏ . Check-out: 12.00. No frills, but clean, friendly and very cheap, with rooms with shared bathroom or en-suite. 12/22.
You're probably heading to Gibraltar, but if not you can go west around the bay to Algeciras; there's not a lot to see, apart from the Rock from a different angle, but you could always catch a ferry to Morocco or to Ceuta, a slice of Spain in Africa.
If you're definitely staying in Europe, then the Costa del Sol beckons to the east.