Walk across Ronda's Puente Nuevo, built between 1751 and 1793 by José Martín de Aldehuela over the El Tajo gorge

Visit the Plaza de Toros de Ronda, built in 1784 and one of the oldest and best-preserved bullrings in Spain

Go down to the Arab baths below the old town, steam baths built on the Roman pattern

The pueblos blancos of the Serranía are whitewashed because lime kills the bugs and reflects the heat, and they sit on crags because that is where you put a town when the frontier between Christian and Muslim Spain ran through your valley for two hundred years. Ronda is split by the Tajo, a gorge a hundred metres deep, with the Puente Nuevo of 1751–1793 across it. Its bullring of 1784 is one of the oldest in Spain, and below the old town the Arab baths are the Muslims' adaptation of Roman ones — steam rooms rather than plunge pools.

Ronda: The Puente Nuevo Over the Tajo

Go in with the family who own it, which is how this cave has always been shown

Find the fish and the seal, and work out how odd they are this far from the sea and from Cantabria

Work out why Franco-Cantabrian style art here changed what was understood about the range of Palaeolithic art

Find out how it was discovered: a farmer after bat guano in 1905, following bats into a hole

Find out who Verner, Breuil and Obermaier were and what each of them did with the find

José Bullón Lobato was looking for bat guano to fertilise his rented fields in 1905 when he noticed bats coming out of a hole and went in. What he found was Palaeolithic parietal art in the Franco-Cantabrian style a very long way from where that style is supposed to be — deer, horses, fish, goats, bulls, a seal, a bison, abstract signs. Willoughby Verner, a retired British colonel living near Algeciras, heard about it in 1907, and Henri Breuil and Hugo Obermaier later studied it. The cave is still owned and shown by the Bullón family.

The Cave of La Pileta: Found by a Farmer After Guano

Walk Cuevas del Sol and Cuevas de la Sombra and notice that the rock overhead is the roof, not a ceiling

Work out the difference from a real cave house: nothing here was dug out, the overhang was simply walled in

Climb to the castle keep above the gorge for the view down onto the roofs that are not roofs

Work out why one street gets sun and the other gets shade, and which one people eat on in August

Eat here — this is a serious pork and chorizo town under all that rock

Setenil is usually described as a cave village and it is not one, which is the interesting part. The houses under the Guadalporcún gorge are abrigos bajo rocas: the builders did not dig into the rock at all, they simply walled up the space under a natural overhang and ran the house lengthwise beneath it. The rock is the roof. The streets — Cuevas del Sol, Cuevas de la Sombra, Calle Mina, Calle Herrería — run along under the overhangs on both sides of the gorge.

Setenil de las Bodegas: Houses Under an Overhang

Climb to the tower on the summit and look down at the village and the reservoir together

Walk down into the Garganta Verde, the gorge below the village, which is the best walk in the Grazalema park

Swim in the reservoir from the village beach, which is what it is used for now

Drive the Puerto de las Palomas over to Grazalema, one of the best mountain roads in Andalusia

Walk into the Grazalema park behind, which is the wettest place in Spain

Zahara sits at 500 metres in the middle of the Sierra de Grazalema natural park, on the flank of the Sierra del Jaral between the Guadalete and the Bocaleones, with a tower on the summit and the Zahara-El Gastor reservoir below. It was an important Muslim strongpoint taken by the Christians in the Middle Ages, and the reservoir is modern. The combination of the three — tower, white village and water — is why this is one of the most photographed of the pueblos blancos, and the village also has a pinsapo garden in it, the ice-age fir the park is known for.

Zahara de la Sierra: A Village Under a Castle Over a Lake

Climb to Olvera castle for the view over the white town

Cycle or walk the Vía Verde from Olvera through the tunnels

Reach the Peñón de Zaframagón and watch the griffon vultures on the rock

Find out why Olvera is the starting point of the Camino de la Frontera to Santiago

Taste the olive oil of the Sierra de Cádiz in Olvera

Olvera, one of the white towns of the Sierra de Cádiz, stands on its hill under a castle that Don Juan Manuel looked at in the summer of 1326 and decided not to attack. It is the end of the Vía Verde de la Sierra, just over 36 kilometres of the old Jerez–Almargen railway, turned into a path for walkers, cyclists and riders: 29 tunnels, the longest 990 metres, four viaducts and five stations. It was named the best greenway in Europe in 2005 and 2009. On the way it passes the Peñón de Zaframagón, a nature reserve since 1989 with the largest colony of griffon vultures in Andalusia — around 200 breeding pairs.

Olvera and the Vía Verde de la Sierra: 29 Tunnels and 200 Pairs of Vultures

Visit a leather workshop in Ubrique and see how the goods are made

Walk up to the Roman town of Ocuri at the Salto de la Mora

Walk the Roman road from Ubrique to Benaocaz

Find out how a mountain village became the centre of Andalusian leatherwork

Ubrique, a white town at the gateway to both the Grazalema and the Alcornocales natural parks, is the cradle of Andalusian leatherwork, and leather is still the heart of its economy. Rome brought it a period of prosperity: the remains of the Roman town of Ocuri lie a kilometre from the centre, at the Salto de la Mora, and a Roman road still links Ubrique to Benaocaz over the hill.

Ubrique: The Leather Town of the Sierra

Walk the Caminito del Rey, 2.9km of walkway pinned to the walls of the gorge more than 100m above the river, reopened on 29 March 2015 after a €9 million restoration; book ahead

Look for the original concrete path beside the new boardwalk, built between 1901 and 1905 for hydroelectric workers and named after King Alfonso XIII's crossing in 1921

Walk the approach through the El Chorro area near Ardales

The Caminito del Rey was built between 1901 and 1905 so hydroelectric workers could get along the gorge, and named after Alfonso XIII crossed it in 1921. Then it was abandoned. By the 2000s it was a metre-wide concrete ledge with the handrail gone and holes straight through to the river a hundred metres below, people were dying on it, and it was officially closed and illegally climbed. A €9 million rebuild put a boardwalk alongside the original and it reopened on 29 March 2015 — and you can still see the old path underneath you.

The Caminito del Rey: A Walkway Pinned to the Gorge

Ski or snowboard the Sierra Nevada Ski Station, Europe's southernmost ski resort, on 115km of pistes between Pradollano (2,100m) and 3,300m on the slopes of Veleta

Ski the runs that hosted the FIS Alpine World Ski Championships in 1996

Drive the A-395 from Granada, 27km up to Pradollano; the season runs from late November to early May

Sierra Nevada is the southernmost ski resort in Europe, on the slopes of Veleta above Granada, running from 2,100 metres up to about 3,300 — high enough to hold snow into May at a latitude further south than Tunis. It hosted the Alpine World Ski Championships in 1996. The thing people do with it that they cannot do anywhere else is ski in the morning and be on a Mediterranean beach in the afternoon, because the coast is about seventy kilometres away.

Sierra Nevada: Skiing Europe's Southernmost Slopes

Raft or kayak a stretch of the Noguera Pallaresa from Sort

Walk up to the castle of the Counts of Pallars at the top of the town

Walk the old centre between the castle and the parish church, the former walled town

Sort is the capital of the Pallars Sobirà, strung along the Noguera Pallaresa, a river that rises beside the Garonne on the Pla de Beret and runs its whole course through the province of Lleida. In its upper reaches it is known for white water that is rafted and kayaked, and it runs straight through Sort. Above the old walled centre stands the castle of the Counts of Pallars, documented from the 13th century, though the town was tied to the counts from the 10th. The name looks like the Catalan word for luck, but it is older than that and probably means a bridge — the one important crossing of the river.