Start your morning with a visit to the spectacular Umaid Bhawan Palace; it’s outside of the old city, so you’ll need to take a taxi or join a local tour; most full-day tours of Jodhpur make a stop here and are ideal if you want a deeper understanding of the site. The palace is part royal residence and part luxury hotel, though it also has a museum featuring a wide collection of royal artifacts and vintage cars. After perusing the museum here, head to the center of Jodhpur for lunch and get prepared to do some walking.

Dedicate your afternoon to exploring Jodhpur's blue-painted lanes on foot; joining a private walking tour makes finding your way around easier and gives you a glimpse of life in the area through the eyes of  a local. Start at the Clock Tower in the center of the Old Town and make your way uphill, past eggshell-blue houses that earn the city its Blue City moniker. Continue to Jaswant Thada, a beautiful white-marble monument surrounded by lush gardens. From here it's about a 15-minute walk to the 15th-century Mehrangarh Fort, a series of beautifully decorated palaces with a museum full of regal ephemera.

In the evening, make your way back into town for a traditional dinner of rich, spicy Rajasthani food. While there are plenty of great restaurants throughout the city—many with great views of Mehrangarh Fort—a better way to immerse yourself in local culture is by opting for a cooking class. Such classes give you the chance to learn about local ingredients and create rich curries, desserts, and even traditional flatbreads under the guidance of a local chef. Best of all, you’ll be rewarded by getting to sample the fruits of your efforts at the end of your experience.