Did a MTB trip from La Santa, wasn't particularly amazed was on a rattly hardtail though. None of the descents were particularly memorable. Road biking is great though, great quiet roads and scenery, and yes it will be windy. And good luck getting a KOM anywhere near La Santa.
A further note to the above post, if you do go take warm/windproof clothing with you regardless of whether its 25c by the pool in the morning as I learnt the hard way!