Walk the walls and the 11th-century castle gate, and work out how little the street plan has changed

Find out what the cobijada was and why it left only one eye showing

Climb to a viewpoint on the ramparts for the Barbate valley and the Atlantic beyond it

Eat retinto beef, the local breed, which is what this part of Cádiz province is known for

Walk out to the windmills on the ridge above the town

Vejer stands on a hill above the Barbate with the Atlantic a few kilometres away, walled, whitewashed and almost entirely intact — the historic centre was protected in 1976 and the town has been in the Most Beautiful Villages of Spain association since 2014. The castle gate is 11th century and stretches of the walls and the street plan go back to the same period. Until well into the 20th century women here wore the cobijada, a black cloak leaving one eye visible, which is unlike anything else in Spain and is still brought out for the town's festivals.

Vejer de la Frontera: The White Town on the Hill

Buy alfajores from a bakery in the town and find out what is actually in one

Work out how old the recipe is and which tradition it comes out of

Go down into the Roman sewers under the town, which you can walk through

Find out what the seventh duke told Philip II about commanding the Armada, and what happened next

Climb to the castle for the view over the Janda and the whole Cádiz countryside

The dukes of Medina Sidonia were for centuries the most powerful noble house in Spain and held the senior dukedom in the kingdom; the seventh duke commanded the Armada in 1588, having told Philip II plainly that he was the wrong man for it. The town is on a hill over the Janda with Roman sewers you can walk through underneath it. Its other claim is confectionery: the alfajor de Medina Sidonia, an almond, honey and spice roll with a protected geographical indication and a recipe that comes straight out of al-Andalus.

Medina Sidonia: The Highest Title in Spain

Walk the salting vats on the shore and work out that this was an industrial estate with a forum attached

Find out what garum was and why the Roman world paid for it

Stand in the forum on paving laid in the 1st century and still there

Find the four aqueducts that brought water to a town on an exposed beach

Look across the strait at Africa and work out why anyone put a town precisely here

Baelo Claudia sits on the bay at Bolonia, twenty-two kilometres north-west of Tarifa, with the coast of Africa visible across the strait. It may have had administrative functions, but what paid for it was tuna: fishing, salting and the manufacture of garum, the fermented fish sauce the Roman world ran on. Claudius gave it the rank of municipium. The work was seasonal, done in summer by incoming labour, which shaped the whole town. It was finally abandoned in the 7th century and the name became Belona, then Balonia, then Bolonia.

Baelo Claudia: A Roman Town Built on Fish Sauce

Take a windsurfing or kitesurfing lesson on Playa de Valdevaqueros or Playa de los Lances, where the Levante and Poniente winds blow for over 300 days most years

Take a whale-watching boat trip in the Strait of Gibraltar to see sperm whales, pilot whales, dolphins and orcas

Visit the Castillo de Guzmán el Bueno in the old town, built around 960 with a 13th-century tower

Stand at the Punta de Tarifa, the southernmost point of continental Europe, and look across the Strait to Morocco

Tarifa sits at the narrowest point of the Strait of Gibraltar, fourteen kilometres from Africa, and the Atlantic and the Mediterranean squeeze past each other through the gap — which is why the Levante and Poniente blow here over three hundred days a year and why the town is the kitesurfing capital of Europe. The same channel funnels marine life: sperm whales, pilot whales, dolphins and orcas all pass, and it is one of the best places in Europe to see them from a small boat.

Tarifa: Kites, Whales and the Southern Tip of Europe

Get to the Gran Teatro Falla for a session of the COAC, the competition the whole carnival is built round

Find the difference between a chirigota, a comparsa, a coro and a cuarteto, which matters here

Listen to what they are actually singing about — this year's politics, in verse, written to be understood once

Follow a coro on its float through the streets, which is how the coros perform

Find out how many times the Crown tried to ban all this, starting in 1716, and how well that went

Cádiz Carnival has been going since at least the 17th century — a 1636 document records the authorities admitting they could not stop it, and a general complained in 1652 that dockworkers refused to fix his ship because it was carnival. Masked balls were banned by the Crown in 1716 and the bans were repeated all century and in 1816, and none of them worked. What it is now is competitive satirical singing: chirigotas, comparsas, coros and cuartetos writing new words every year, mostly about politics. It was made a Festival of International Tourist Interest in 1980.

Cádiz Carnival: Political Satire Sung in the Street

Get to an observatory above the strait in late August or September and watch the southbound passage

Work out why the birds come here: soaring birds need thermals, thermals do not form over sea, so they cross at the narrowest point

Learn to tell honey buzzard from common buzzard and black kite from red at a distance, which is most of the skill

Come back in spring for the northbound passage, which is a different set of species at different times

Check the wind before you go — Levante or Poniente decides which side of the strait the birds use

Soaring birds cannot cross open water in any quantity — they need rising thermal air, and thermals do not form over the sea. So raptors and storks moving between Europe and Africa are funnelled into the narrowest crossings, and the Strait of Gibraltar is one of the three great bottlenecks on earth alongside Falsterbo and the Bosphorus. Honey buzzards, black kites, short-toed and booted eagles, griffon vultures, black and white storks all pass over this fourteen-kilometre gap, in numbers, twice a year.

The Strait of Gibraltar: Watching a Continent Migrate

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.

Jerez: Sherry, Flamenco and the Royal School of Equestrian Art

Stand on the balcony of the Plaza del Cabildo and look straight down the cliff at the Guadalete

Work out what de la Frontera means, and what happened to the 1253 treaty that let the Moors stay

Find out that this was its own taifa from 1012 under a Berber ruler until Seville absorbed it in 1069

Walk the old town lanes, which are narrow enough that buses have to fold their mirrors in

Go into Santa María and San Pedro, the two churches that compete for the skyline

Arcos sits on a sandstone spur above a loop of the Guadalete with a sheer drop on one side, and it is the gateway to the route of the pueblos blancos. After the caliphate of Córdoba collapsed, the taifa of Arcos was proclaimed in 1012 under Ben Jazrum, a Berber; al-Mutadid of Seville swallowed it in 1069. Castile took it by treaty in 1253 on terms allowing any Moor who wished to stay — terms Alfonso X did not keep — and he retook it outright in October 1264 during the Mudéjar revolt. The Plaza del Cabildo at the top has the castle, the church of Santa María, the parador and a balcony straight over the drop.

Arcos de la Frontera: A Town on a Cliff

Get to Bajo de Guía for the August races and work out that the start time is set by the tide

Work out what sailed from here: Magellan's expedition out, and the Victoria back, the first circumnavigation

Take the boat across the Guadalquivir to Doñana, which is directly opposite

Drink manzanilla with langostinos at Bajo de Guía, which is the local pairing and not a tourist one

Work out why manzanilla tastes different from fino made a few kilometres inland

Magellan's expedition sailed from Sanlúcar and the Victoria came back to it, which makes this the start and end point of the first circumnavigation of the earth. Since the 19th century the town has also run horse races along the beach at Bajo de Guía on the sand exposed at low tide, in August, timed by the tide rather than the clock. They are a Festival of International Tourist Interest. The Guadalquivir estuary is here, with Doñana directly across the water, and the town's own wine is manzanilla.