At Son Marroig, ask permission to wander down to this strange hole-in-the-wall rock formation by the water, which resembles an elephant from afar. It's a stunning 3km walk (one way) through olive groves tinkling with sheep bells and along paths flanked by pine trees and caves. A soothing swim in the lee of the odd formation is the reward. Avoid the midday heat as there is little shade.
The fiery sunsets here are riveting.