The cottages at this secluded resort sit atop steep cave-strewn cliffs, where you can dine in a private grotto or take in the scene at the candlelit Cave Rum and Cigar Bar. —Amy Cortese

The Caves, (800) 688-7678, alll-inclusive rates start at $798 for double rooms during high season (December 23–April 20). Photo courtesy of The Caves. This appeared in the March/April 2010 issue.