First of all, Taxes are higher with no personal allowance.
Rents are higher than the UK, with an additional 1 months rent equivalent payable in advance to the rental agent, plus 1 month deposit and 1 month rent. Properties are smaller than in the UK, so if you're after something of equal standard then you pay more! Water bills are more expensive unless you happen to have a well in your garden. Most of the gas is bottled and this works out more expensive per unit, however you are likely to use less. Electricity works out about the same cost per unit as the UK.
Food works out on average about the same, local produce tends to be cheaper and other tends to be similar or slightly higher.
Cars (used) are more expensive than the UK. Petrol is slightly cheaper.
Eating out/entertaining is cheaper.
Jerez is a nice place with better climate, nice beaches etc within easy reach.
Agreed, it is well worth a visit to see what the place is like, but do your homework and go there with your eyes and ears open.