A journey following the sun, from Andalusia to the Algarve

Ronda feels like a movie set. Beyond its famous bullring, it is the Arab baths, the splendid gardens of the former Moorish king's house, and the many Renaissance residences–plus its position on the very edge of a rocky plateau–that impress visitors. Overlooking the Tajo canyon and gorges, a majestic 18th-century bridge divides the city: to the south, the historic city; to the north, its modern sibling. With many viewpoints and breathtaking panoramas in every direction, Ronda is a village like no other.

Surrender to the seductive power of Marbella. Some fall for the timeless charm of its narrow streets, hidden gardens and the palaces in its historic center (casco antiguo); others prefer to stroll along its seafront promenades until late into the evening. Puerto Banús, on the edge of the city, is known as the Spanish Saint-Tropez, and is one of the most popular marinas in the Mediterranean, with 915 moorings. Stroll among gleaming yachts and buzzing café terraces, where it feels like summer all year long.

Is it a fortress or a palace? Built in the 14th century on the ruins of a Moorish castle, the Alcázar was briefly home to the court of the Christian Monarchs before becoming the primary headquarters of the Spanish Inquisition. It was here that monarchs Ferdinand and Isabella met Christopher Columbus in 1486, prior to his first voyage to the Americas. During your trip, you can see splendid Roman mosaics and a third-century sarcophagus and tour its magnificent Arabian baths and gardens.

Some destinations seem to have been created simply to watch the most spectacular of sunsets. Cape St. Vincent, just a short drive from the town of Lagos, is undoubtedly one of them. Here at the westernmost tip of Europe, classified as a nature reserve since 1988, the headland boasts a lighthouse built in 1904–on the site of a former chapel–atop a 260-foot/80-meter-high cliff that overlooks an iconic locale for waves and wind. In this stark, infinite setting, you may be only passing through–but you'll remember it forever.