From Gudhjem to Allinge -- For our next journey, head west along the coastal road. Between Gudhjem and Allinge, a distance of 14km (8 2/3 miles), you'll enjoy dramatic vistas over granite cliffs and sometimes savage seascapes. The entire coastline here is known as Helligdoms Klipperne (Cliffs of Sanctuary), for the survivors of the many ships that floundered along this granite coastline over the centuries.

Midway along the route, the Bornholms Kunstmuseet (Art Museum of Bornholm), Helligdommen (tel. 56-48-43-86; www.bornholms-kunstmuseum.dk), which opened in 1993, contains the largest collection of works by Bornholm artists, including Olaf Rude and Oluf Høst. It's open June to August, daily 10am to 5pm; April, May, September, and October, Tuesday to Sunday 10am to 5pm; November to March, Tuesday and Thursday 1 to 5pm, Sunday 10am to 5pm. Admission is DKK70 ($12/£7) adults, DKK50 ($8.50/£5) for students and seniors, free for children ages 18 and under. From the rocky bluff where the museum sits, you can see the isolated and rocky island of Christiansø , about 11km (6 3/4 miles) offshore, the wind-tossed home to about 120 year-round residents, most of whom make their living from the sea.

Note: This information was accurate when it was published, but can change without notice. Please be sure to confirm all rates and details directly with the companies in question before planning your trip.