Arcos de la Frontera sits atop a sandstone ridge, which can be seen from just about angle. You could easily make a day of wandering around the ridge to see the differing views. On one side you see the valley, and on the other you see a sapphire blue lake. Standing at the top and looking down into the Guadalete Valley is worth the trip.
This area is long known for its prehistoric settlements and cave paintings. Close to Arcos is La Cueva de la Pileta where you can see paintings believed to be nearly 25,000 years old.