It's not often that a holiday resort surprises me. Most fit the expectation brief pretty accurately. Barbados is hot, sandy, and full of Michael Winner lookalikes drinking rum and shouting on the beach. Thailand is hotter, sandier, and full of detoxing Kate Moss lookalikes sipping green tea and doing yoga. St Tropez can be the hottest of all, doesn't have as much sand, and is full of P Diddy lookalikes guzzling Cristal and croissants on yachts.
But Marbella is much harder to define. Before going there to film an ITV1 documentary, I assumed it was a rough, tough Costa del Crime kind of town where villains hung out with boozed-up glamour models, hookers and footballers, snorting cocaine and avoiding the police. And to a certain extent it is. But there's another, quite extraordinary side to Marbella - one of staggering wealth and discretion that acts as a fabulously opulent secret haven for super-rich Saudi princes, Hollywood stars, European royalty and billionaire tycoons.
It's hard to think of anywhere on the planet where two such disparate worlds live within the same couple of square miles together.

The appeal is obvious. Marbella is sunny for more than 300 days of the year, enjoying a rare European micro-climate that allows shirt-sleeves on Christmas Day and swimming trunks from March to November.
It has a greater number of golf courses per head than anywhere else on the planet. And, from what I saw, the greatest number of bars and nightclubs too. Add the increasing number of cheap flights from companies such as easyJet and it's not difficult to work out why it's proving so increasingly popular with Britons. More than 300,000 Brits live in that region of Spain now and another 2.5million visited last year.
But if you're jetting there expecting to find a slightly better version of Benidorm, think again. This place has some serious money sploshing around it, with some equally serious people spending it.
A London estate agent whistled when I asked how expensive property can get in Marbella, regardless of the recession.
'Off the scale,' he said. 'You've got some of the richest people on Earth down there, and they will spend whatever it takes to be top dog. It's a very competitive place, full of rich, successful people all trying to out-do each other. And the best way to do it is with a bigger, flashier house than anyone else.'

I discovered just how big and flashy he meant when I gained top-secret access to one of the grandest homes of all.
It belongs to a British knight of the realm, a man worth more than the Queen but who banned me from revealing his identity in return for letting me see round his home. And what a home!
It boasted a vast Roman spa, a private cinema, tapestries worth millions on the walls, a fully stocked mini-hospital, £250,000 worth of goldplated taps, an expansive rock grotto for the kids, lavish pools, a second sumptuous villa down by the sea, and the sort of art that makes even Charles Saatchi go weak at the knees.
The owner is there for only three weeks a year, and rents it out the rest of the time for €20,000 a DAY in high season. Asked to put a price on it, my guide - Marbella's top property developer, John Davis --shrugged his shoulders. 'It's hard to say, but in the region of £60-70million,' he said.
The most pleasing aspect of all this is that just down the beach resides Lord Alan Sugar, a man who is used to being the richest man on his street, and indeed most streets. But in Marbella, as I gleefully reminded him over drinks at his admittedly sumptuous beachside colonial-style home, he is a relative pauper.
Sugar is one of the many celebrities who love the sun, peace and physical-fitness opportunity that Marbella brings to a hectic schedule. 'I escape here whenever I can,' he said, 'and like nothing better than a game of tennis in the morning, or a long, 50km bike ride up in the hills. It's a beautiful part of the world, and if you want to keep yourself to yourself then you can.'
Nowhere is that claim more apparent than inside the astonishing 2,200-acre enclave I discovered on the outskirts of town, called La Zagaleta. It's the most expensive housing estate in the world, boasting some of the largest and most decorous private buildings I've ever seen, as I patrolled it by helicopter. The cheapest plots will set you back £4million, the ones at the top end of the scale anywhere north of £20million.
But here's the weird thing. Most of the homes remain unoccupied for as many as 50 weeks of the year. Their owners are so rich, and have so many houses, that two weeks is all they can find time to spare. And they don't rent them because they can't be bothered, and don't need the cash.
It's like a Butlins for Billionaires. With 24-hour armed security guards, and dogs, CCTV cameras everywhere and a huge barbed-wire fence around the perimeter, one thing's for sure - when they do come, they're safe.
A Brit called Graham Fisher sold his chemical company back in the Nineties and retired to La Zagaleta with his wife Barbara. 'We don't like big houses,' they insisted, while taking me on a tour of a ludicrously big house. 'We've only 7,500sq ft of indoor living space,' Graham moaned, hilariously.
'Some of our friends in this neighbourhood have 25,000sq ft. And compared to the Mayor of Moscow's house, this is tiny.'

I found one legendary old rogue, Princess Diana's cad James Hewitt, running a smart new restaurant called the Polo House in Marbella's most exclusive street.
'I had to get away from Britain,' he admitted, 'and this has been the perfect refuge for me. There are no paparazzi, nobody bothers me except when I am happy to be bothered in the restaurant, and I've found the peace and privacy that I could never have back home.
'It's also a very comfortable lifestyle-here. But there are two very different worlds. Since the cheap easyJet flights came in, all the hen and stag parties have started flooding into Puerto Banus, and that's changed the character a little from the quite smart, glamorous place it used to be.
'It's also driven the really rich people out a bit, tucked away in the secluded areas on the outskirts.'
That's indisputably true. But the rich still head down to the port occasionally to hit their credit cards in one of the world's most expensive shopping precincts.
I went shopping with former Birmingham City soccer boss Karren Brady. She's about to join Lord Alan Sugar as his new Apprentice sidekick, so should know a thing or two about business. But watching her sweep through Gucci, Prada and Fendi like a human vacuum cleaner was a terrifying spectacle.
Her eyes alighted on a rather plain-looking handbag. 'Oooh, that's lovely,' she cooed. 'You can never have enough handbags.' This one boasted a price tag of £15,000.
'Who the hell buys this kind of thing?' I gasped.
'Oh, there's a lot of serious wealth in Marbella,' she chuckled. 'And they come down to Puerto Banus for the glamour, the yachts, the celebrities, the shops. There are two sides to this place. But both sides are quite fun. It's part euro, part trash.'
And that, at its heart, is Marbella. A place to retire to, party in, make a fortune, spend a fortune - whatever takes your fancy.