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

Walk the green or yellow route through the rock corridors and stacked plates

Work out the two processes that made it: frost wedging, and rainwater dissolving different limestones at different rates

Find fossils in the rock — this was the floor of a Jurassic sea

Look for Spanish ibex, which are common here and largely unbothered by walkers

Work out its place in the World Heritage Site: El Romeral tholos was deliberately aligned on this mountain

The Torcal is Jurassic seabed — oolitic, brecciated and clastic limestones laid down between 201 and 145 million years ago, lifted and then worked on by two processes: frost splitting the rock as absorbed water freezes, and rainwater carrying atmospheric CO2 dissolving the different limestones at different rates. The result is a karst landscape of stacked plates and towers that looks stage-built. It was recognised in 1929 as the first protected natural area in Andalusia of national interest, and is now part of the Antequera World Heritage Site.

El Torcal: Limestone Eroded Into Stacks

Go into Menga and sight down the corridor at the Peña de los Enamorados, which is what it points at

Work out how unusual that is: 99.99% of Mediterranean dolmens are oriented on the sky, and this one is not

Go into the Viera dolmen next door, which is oriented on equinox sunrise like everything else

Go to the tholos of El Romeral and work out its double alignment — the Torcal, and the winter solstice midday sun

Find the intermediate pillars inside Menga, a solution used nowhere else, holding up capstones at the limit of what the type could carry

Michael Hoskin found that 99.99% of dolmens around the Mediterranean are oriented on the sky — usually sunrise at the equinoxes, as the Viera dolmen here is. Menga is not. Menga is aligned on the anthropomorphic profile of the Peña de los Enamorados, and specifically on the Matacabras shelter on it, where there is rock painting. El Romeral is aligned on the Torcal, where the Cueva del Toro is, and on the midday sun at the winter solstice. UNESCO listed all four elements — two dolmens, a tholos and two mountains — in 2016.

The Antequera Dolmens: Megaliths Aligned on a Mountain

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

Walk up from the Roman theatre through the double enclosure and count the gates you pass through

Find the Roman marble and columns reused in the Muslim building, taken from the theatre downhill

Work out Torres Balbás's comparison and why he reached for a Crusader castle in Syria for a parallel

Walk the Coracha up to Gibralfaro, the corridor that linked fortress and castle

Stand at one point and see Roman theatre, Islamic fortress and Renaissance palace at the same time

Leopoldo Torres Balbás, who restored it, called the Alcazaba of Málaga the prototype of 11th-century taifa military architecture — a double walled enclosure with an extraordinary density of fortification, whose only real parallel he thought was the Crac des Chevaliers in Syria. It stands on the slope of Gibralfaro, joined to the castle above by a walled corridor called the Coracha, on top of an earlier Phoenician-Punic fortification. Some historians say Badis ben Habus built it, robbing marble, columns and statues from the Roman theatre immediately below — a theatre you can now see from the same spot.

The Alcazaba of Málaga: A Taifa Fortress on a Roman Theatre

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 round a mantecado factory during the season, which runs roughly August to December

Work out what a mantecado actually is and where the recipe came from

Climb the Cerro de San Cristóbal to the Torre del Homenaje and the walls

Stand at the Balcón de Andalucía and work out how far you can see across the campiña

Taste a polvorón against a mantecado and work out the difference

Estepa makes mantecados and polvorones — the crumbly lard-and-flour sweets that Spain eats at Christmas — on an industrial scale, with a protected geographical indication and a season that effectively runs the town from August to December. The recipe came out of the convents. Above the town the Cerro de San Cristóbal has the Torre del Homenaje, the walls, and the Balcón de Andalucía, a viewpoint that on a clear day reaches a very long way across the campiña towards the Subbética.

Estepa: Mantecados and a Tower on a Hill

Visit the Museo del Baile Flamenco in Seville's Santa Cruz quarter, founded by the dancer Cristina Hoyos

Watch a live flamenco show in Triana, the Seville quarter with the deepest flamenco tradition

Catch the Bienal de Flamenco, Seville's biennial festival held in September of even-numbered years

Flamenco came out of Andalusia from Romani, Moorish, Jewish and Andalusian roots, and it is not primarily a dance — the cante, the singing, is the core of it, and the good stuff is closer to grief than to entertainment. Triana in Seville, across the river, is the quarter with the deepest tradition. Tablaos for tourists exist and are fine; what you are hoping for is a night where the performers stop performing and something else happens, which cannot be booked and occasionally does.

Seville: Flamenco in Triana

Tour the González Byass bodega in Jerez de la Frontera, founded in 1835 and maker of Tío Pepe

Watch a flamenco show at the Andalusian Centre of Flamenco in Jerez, established in 1993

See the Royal Andalusian School of Equestrian Art in Jerez, home of the Carthusian horse

Sherry is made in a triangle of three towns between Jerez, Sanlúcar and El Puerto de Santa María, and it is unlike any other wine because of the solera: barrels stacked in tiers, wine drawn only from the bottom row and topped up from the row above, so nothing is ever a single vintage and every glass contains a trace of everything that came before. Some soleras have been running since the 19th century. Fino and manzanilla age under flor, a living yeast cap that keeps the air off the wine.