Stay in one of the historic properties that have been converted into bed-and-breakfasts on the islands. Options include Moinho de Pedra (shown), a stone windmill on Graciosa Island, and Pico do Refúgio, a 400-year-old mansion in the shadow of Mount Pico. casasacorianas.com.

Photo courtesy of Moinho de Pedra. This appeared in the March/April 2011 issue.