Count the Baroque towers and look at the glazed tilework on them, which is what makes the skyline

Find the Roman mosaics in the town museum and work out what Astigi was administering

Work out its Roman rank: head of one of only four juridical districts in the whole province of Baetica

Go into one of the 18th-century palaces, which is where the money that built the towers went

Come in July only if you want to find out why it is called the frying pan

Écija is called the City of the Sun, the City of Towers and the Frying Pan of Andalusia, and the last one is earned — it routinely records the highest summer temperatures in Spain. It was Astigi before the Romans, and under them it headed one of the four juridical conventus of Baetica, with Antequera, Osuna, Martos and others reporting to it. What gives it the towers is the 18th century: a run of Baroque church towers in glazed tile, plus a set of palaces, which together make it one of the most important historic ensembles in Andalusia.

Écija: The Frying Pan of Andalusia

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

Go up to the collegiate church and the old university on the hill above the town

Find the Roman necropolis cut into the rock and the remains of the theatre

Walk the Calle San Pedro and the Calle Sevilla and work out how a town this size acquired palaces like these

Work out what Urso was under Rome, and which larger town it answered to

Find the old quarry used as a filming location and see how little had to be changed

Osuna was Urso to the Romans, one of the towns under the Astigi conventus, and it has a rock-cut necropolis and the remains of a theatre on the hill above the town. What dominates it now is the 16th century: the dukes of Osuna built a collegiate church and a university up there, and the streets below are lined with Baroque palaces out of all proportion to the size of the place. The Roman quarry on the hill was used as a filming location for Game of Thrones, which is how most visitors first hear of it.

Osuna: A Ducal Town and a Roman Necropolis

Go into San Juan Bautista and find the Zurbaráns, still hanging where they were made to hang

Walk through the Arco de la Rosa and work out what it was part of

Find out what happened in 1368 when Muhammad V sacked the town and knocked the walls down

Walk the Plaza Ducal and the remains of the alcazaba turned seigneurial castle

Work out who the Ponce de León were and what the house of Arcos became

Ferdinand IV granted Marchena in 1309 to Fernando Ponce de León, and the family held it for centuries as the lordship from which the house of Arcos descends. In 1368 Muhammad V of Granada, allied to Peter I of Castile, sacked the town and pulled down its walls; the 14th and 15th centuries rebuilt them and turned the old alcazaba into a proper seigneurial castle. The church of San Juan Bautista holds a set of Zurbarán paintings still in the building they were painted for, and the Arco de la Rosa is the surviving gate of the walled enclosure.

Marchena: The Dukes of Arcos and a Room of Zurbaráns

Taste a Montilla fino against a Jerez fino and work out that one of them has had nothing added

Work out why: Pedro Ximénez on this albariza reaches enough alcohol on its own to carry the flor

Find out where the word amontillado comes from

Go into a bodega and find the tinajas, which are earthenware rather than oak

Find out who the Gran Capitán was and why Ferdinand the Catholic knocked the castle down in 1508

Montilla-Moriles makes wines that look like sherry, taste like sherry and are aged in a solera like sherry — and are not fortified, because the Pedro Ximénez grown on this albariza reaches enough alcohol on its own to support the flor without help. The word amontillado is literally in the style of Montilla. The wines age in enormous earthenware tinajas as well as barrels. Gonzalo Fernández de Córdoba, the Gran Capitán who reinvented European infantry warfare, was born here, and Ferdinand the Catholic had the town's castle demolished in 1508 to punish the rebellion of the first Marquis of Priego.

Montilla: The Sherry That Is Not Fortified

Walk down the terraces and work out that the whole city is built on three levels with the caliph at the top

Go into the Salón Rico and look at what has been pieced back together from the rubble

Work out the timeline: begun 936, destroyed 1010 to 1013, standing for under eighty years

Find out why it was built at all — a new caliph needing to outshine the Fatimids in North Africa

Go to the museum first, which is underground and explains the site before you see it

Abd al-Rahman III declared himself caliph and then did what a caliph was expected to do: founded a new city to prove it. Medina Azahara went up from 936 to 940 and on through his reign and his son al-Hakam II's, eight kilometres outside Córdoba at the foot of the Sierra Morena, explicitly to outshine the Fatimid caliphate in North Africa. Then Almanzor moved the administration to his own new city, and in the civil war of al-Andalus Medina Azahara was destroyed between 1010 and 1013 and quarried for its stone. UNESCO listed it on 1 July 2018.

Medina Azahara: A Capital Built and Destroyed in Seventy Years

Stand in the hypostyle hall among the columns and work out why it reads as a forest rather than a room

Look closely at the columns: jasper, onyx, marble and granite, much of it reused from Roman and Visigothic buildings

Find al-Hakam II's mihrab of 961–976 and its Byzantine gold mosaic, sent by the emperor in Constantinople

Walk into the Renaissance cathedral nave cut through the middle in the 16th century and decide for yourself what you think of it

Climb the bell tower, which is the old minaret with a Christian belfry built around it

Walk the Roman bridge over the Guadalquivir and look back at the whole thing from the far bank

Abd al-Rahman I began the mosque in 785–786 and his successors quadrupled it, until there were around 850 columns of jasper, onyx, marble and granite — much of it taken from Roman and Visigothic buildings — carrying two tiers of red-and-white horseshoe arches, so that the interior reads as a forest rather than a hall. Al-Hakam II added the mihrab between 961 and 976. After the reconquest a Renaissance cathedral nave was built straight through the middle of it in the 16th century, and Charles V, who had authorised it, reportedly regretted it when he saw what had been done.

The Mezquita of Córdoba

Walk the castle end to end and work out that its shape is dictated entirely by the ridge under it

Go into the Provincial Wine Museum in the castle's south wing, and find out what the building was used for in 1936

Stand in the Plaza del Coso, an enclosed sand square with wooden balconies, still used for bulls

Work out why altitude matters here: cold nights and hot days at around 800 metres

Taste Tinto Fino, which is Tempranillo under its local name, from a bodega in the town

Peñafiel has a castle running the whole length of a narrow ridge above the town — long, thin and shaped like a ship because the rock it sits on is. A fortress is documented here in 943, shortly after the battle of Simancas; the building was a ruin by the mid-17th century, held French troops in the Peninsular War and was used as a prison by the rebel side in the Civil War. Its south wing now holds the Provincial Wine Museum. Below it the Plaza del Coso is an enclosed sandy square ringed by wooden-balconied houses, still used for bullfights. The Ribera del Duero around it grows Tempranillo — called Tinto Fino here — at around 800 metres, where the cold nights and the hot days produce the concentration the region is known for. There are hand-dug cellars under the ridge as well as modern wineries on the plain.