Ronda is a city built on the top of a mountain. A really deep gorge separates the old town and the new town, making you wonder who were the crazy people who decided to start a settlement in such a inaccessible place. I guess people very worried about possible invaders.
Ronda was the first city to introduce bullfighting by foot and using a red cape. Until the first years of the 18th century, only nobles mounted on horses were brave enough to kill bulls. You will see how the city is still crazy about everything to do with bullfighting. You may be surprised to know this is not easy to find in Spain anymore. These shows are less popular than ever and there is a big movement of people who oppose bullfighting. They think this practice is a cowardly, sadistic tradition of torturing an animal.
During my visit to the city, the Ronda Romántica parade was happening. It is a show invented by the council recently, where people dress up pretending to be bandoleros or french soldiers while talking on their iPhones or checking the time on their modern watches. Unfortunately, the typical tourist loves this kind of things. Buses full of people and their selfie sticks were arriving non-fucking-stop.
Finally, a very Andalusian event I found was the contest for the most beautiful chicken. I had a good laugh listening to people arguing about chicken beards and body proportions.
Setenil de las Bodegas is a very small town, famous because the houses are built into the rock walls of a river gorge. I booked an apartment in Airbnb and it felt like living in a cave! With the advantage of finding cheap tapas next door.