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The western side of Palma Bay is generally upmarket, and “The Islets” typify the area’s allure. Tiny islands, intimate coves, rocky cliffs and rolling hillsides are accentuated with attractive villas and a scattering of exclusive hotels.

These merged developments form one of the more exclusive resorts on the Bay of Palma: not many high-rise hotels, just rows of private villas and apartments dominating the shoreline. Port Portals marina is the summer home of the jet-set.

Near the southern tip of Palma Bay’s western shore, several virtually private coves and their sandy beaches await, including this one and adjacent Cala Mago, the only officially nudist beach near the city. The rocky cliffs are the stuff of local legend, which recounts that shipwrecked Italian sailors fulfilled a vow in recompense for their salvation by carving an entire chapel out of solid rock (see Portals Vells Cave Church).

Though they pale in comparison with the larger caverns on the eastern coast, these caves, discovered in 1906, are close to Palma and feature some interesting formations. A knowledgeable guide will show you around.

Lush and beautiful, with an immaculate beach and excellent restaurants. Perhaps because of the abundant vegetation, the air seems fresher here than elsewhere on the island.

This pretty little waterside cave is incorporated as part of the return trip to the island of Cabrera (see Illa de Cabrera). Like it’s famous forerunner on the Isle of Capri in Italy, this Blue Grotto offers the amazing spectacle of the outside light being filtered up through the aquamarine waters, creating a ravishing luminosity that seems at once spectral, gem-like, and visually delicious. You can swim here, too.

Take a quiet walk through an underground fairyland. The visit incorporates a concert on the large underground lake, with captivating lights reflected in the mirror-like waters. Then take a boat to the other side and continue your exploration.

The lighting in these caverns is more carnival-like than the others, and there’s also a subterranean lake, with boat rides and a light and music show as part of your tour. Guides will give enough information to delight a speleologist, and the peculiar cave-dwelling crustaceans will be pointed out.

These caves have inspired many over the centuries, especially since they were studied in the 19th century. In summer, you can take a boat cruise to them from Cala Rajada and Font de Sa Cala – the seaside exit is very dramatic.

Cutting a chunk out towards the very end of dramatic Península de Formentor, this cove lies at the bottom of a precipitous ravine. It’s accessible either on foot – you park up above, just off the road that winds out to the lighthouse – or by boat. Once there, the views of the surrounding cliffs are awesome, and the beach and water make it one of the island’s most inviting swimming spots.