Arrive in Baku, where the Caspian Sea meets a city of grand boulevards, old sandstone walls and a skyline that has grown increasingly adventurous. Your transfer from Heydar Aliyev International Airport takes you into the Azerbaijani capital, where the Flame Towers rise above the city and the sea breeze has earned Baku its familiar reputation as the City of Winds. Settle into your hotel and take in your first impressions of Odlar Yurdu.

If the evening allows, wander towards Fountain Square and the lively pedestrian stretches of Nizami Street, where cafés, boutiques and illuminated facades keep the city awake long after sunset. Alternatively, the Caspian waterfront offers a pleasant introduction to Baku, especially as the lights begin to appear across the bay.

Baku has a remarkable way of accommodating its many centuries. Along the Baku Boulevard, the distinctive curves of the Carpet Museum, the canals of Little Venice and the great Ferris Wheel lend the waterfront a playful character. Within the walls of Icherisheher, narrow lanes wind past old houses and the enigmatic Maiden Tower, whose origins continue to invite debate. From Highland Park, the city unfolds below, with the Flame Towers rising above the bay and Martyrs' Lane recalling a more solemn chapter of Azerbaijan's history.

Later, the Old City's cafés and traditional restaurants offer a pleasant excuse to linger. Try plov, dolma or the herb-filled flatbread known as qutab, perhaps followed by tea served in a pear-shaped armudu glass. Baku's modern streets are never far away, but there is something particularly agreeable about spending an evening among its older quarters.

Leave Baku behind for the wooded landscapes of Gabala, where the foothills of the Greater Caucasus bring a welcome change of scenery. The day takes you past the Alpaca Farm and into a countryside of green slopes and mountain streams. At Yeddi Gozel Waterfall, water descends through the forest, while Nohur Lake rests beneath the surrounding hills. Tufandag Resort reveals the grander mountain scenery the region is known for, and the waters of Xalxal Waterfall add another beautiful stop to this excursion.

Gabala deserves a little time simply to enjoy its surroundings. The lakeside is particularly inviting for a quiet pause, and the mountain scenery makes even a leisurely meal feel like part of the day's discoveries. As the road eventually returns towards Baku, the forests and waterfalls give way once more to the familiar lights of the capital.

Long before Azerbaijan took on its modern borders, people left their stories on the rocks of Qobustan. At the Qobustan Rock Art Museum, the prehistoric carvings depict scenes of hunting, dancing and daily life, preserving glimpses of societies separated from our own by thousands of years. Nearby, the Mud Volcanoes offer an altogether stranger spectacle, with thick grey mud bubbling and occasionally bursting through an otherwise barren landscape.

The afternoon belongs to fire. At Ateshgah Fire Temple, the complex recalls the religious traditions of pilgrims and merchants who came to the Absheron Peninsula, drawn in part by its extraordinary natural flames. Yanardag Burning Hill offers a different encounter. Here, fire escapes directly from the hillside, its restless orange tongues fed by natural gas beneath the earth. No grand monuments surround the flames, nor any elaborate ceremony. Just a burning slope, carrying on much as it has for centuries.

Check out of your Baku hotel and head north to Shahdag. Along the way, the Candy Cane Mountains of the Khizi region offer one of Azerbaijan's most unusual landscapes. Their undulating slopes are streaked with bands of crimson, pink and pale stone, as though someone had taken a paintbrush to the hills. Up close, the layered formations reveal extraordinary patterns, with scarcely two neighbouring ridges wearing quite the same colours.

Beyond these remarkable hills, the road continues towards the Greater Caucasus, where the scenery grows steadily more mountainous. Arrive in Shahdag and settle into your hotel, surrounded by a landscape quite unlike the Caspian capital. The evening is well suited to a leisurely walk around the resort, a warm drink overlooking the slopes or simply enjoying the mountain air as daylight fades.

Shahdag takes its name from the King's Mountain, and the landscape is suitably grand. Ridges rise above forested valleys, and the resort's outdoor attractions offer different ways to enjoy the Caucasus year-round. Depending on the season, you may find opportunities for skiing, snowboarding, mountain coaster rides, cable car journeys, or other mountain adventures. Those drawn to quieter pleasures will find plenty to admire in the scenery alone, particularly on clear days when the surrounding peaks stretch far into the distance.

Spend the day as you please. Perhaps an exhilarating ride in the mountain air appeals, or perhaps a comfortable terrace and an uninterrupted view are more persuasive. As the afternoon light moves across the slopes, the mountains take on changing shades, from sunlit gold to the deeper blues of approaching evening.