Barely 7km (4 1/3 miles) from the chaos of Bhubaneswar, the twin caves of Udaygiri and Khandagiri were once home to aspiring Jain monks. They were built in the 1st century B.C. by King Kharevala, and each complex numbers roughly 15 to 18 caves. Of the two, Udaygiri is more interesting, with caves filled with ornate carvings -- look for caves 1, 3, 5, 9, 10, and 14; Khandagiri's cave no. 3 is also rich in carvings. If you go in the evening, the atmosphere gets a little more interesting, with monkeys gamboling from one cave to another and the odd lone sadhu playing his flute. The caves bathed in golden light around sunset look very beautiful and serene despite the tourist influx. (For those academically interested in other cave sites, the Lalitgiri, Udaigiri, and Ratnagiri trio are located 100km (62 miles) from Bhubanswar and contain Buddhist excavations, sculptures and stupas. Note that these are entirely lacking in nearby infrastructure.)