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 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

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

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

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

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

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

Find the panel of more than fifty negative hands and work out how they were made

Work out what Dean Snow concluded from the hand proportions, and what that does to the usual assumption

Find the figure read as Corona Borealis, possibly among the oldest star representations known

Work out what the dating means: some of this may be over 40,000 years old

Go into one of the other caves on the same hill — this is a complex, not a single cave

Hermilio Alcalde del Río found the cave of El Castillo at Puente Viesgo in 1903, and it went onto the UNESCO list in July 2008 as part of the Altamira group. Its most striking feature is a panel of more than fifty hands stencilled in negative, some of them possibly over 40,000 years old and therefore among the oldest known paintings anywhere. Dean Snow's analysis of hand proportions concluded that most of them are women's — which undercuts the long-standing assumption that cave artists were men. There is also a figure read as the constellation Corona Borealis, potentially one of the oldest star maps known.

El Castillo: Fifty Hands on a Cave Wall

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.