From Svaneke to Gudhjem -- From Svaneke, you can leave the Baltic coastline and head inland through the northern outskirts of the third-largest forest in Denmark, Almindingen. (The western part of this forest is best explored by heading north from Åkirkeby.) Dotted with creeks and ponds, and covered mostly with hardy conifers, it's known for the profusion of its wildflowers -- especially lily of the valley -- and well-designated hiking trails. Head first for Østerlars, home to the largest of the island's distinctive round churches, the Østerlarskirke, at Gudhjemsveg 28 (tel. 56-49-82-64; bus: 9 from Gudhjem). It's open early April to mid-October, Monday to Saturday 9am to 5pm, charging DKK10 ($1.70/£1) adults; children 15 and under enter free. The Vikings originally built it around 1150, using rocks, boulders, and stone slabs. The church was dedicated to St. Laurence and later enlarged with chunky-looking buttresses; it was intended to serve in part as a fortress against raids by Baltic pirates. Inside are several wall paintings that date from around 1350, depicting scenes from the life of Jesus.
After exploring the area and dipping south along forest roads, you can follow the signposts to Østerlars, southwest of Gudhjem, or else drive back along the coast to Svaneke and take the coastal road northwest into Gudhjem.