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Ávila is short on discos but long on saints. The only ecstasy is to be found in the mystical visions of St Teresa and St John of the Cross, the two premier league saints of the area. They used to levitate ecstatically together, and you keep bumping into them all over town.

In the Casa Guillermo restaurant, a portrait of St Teresa takes pride of place between two bullfighters. Outside the old city walls, you can stop at the place where she was found after running away from home aged seven in the hope of meeting an infidel Moor who might give her a martyr’s death. Shops sell a very sweet local confection called yemas, made from egg yolks and sugar; St Teresa is supposed to have invented it and her face is on all the boxes, but it seems a surprising indulgence in one so ascetic that she slept with a wooden pillow.

St John wrote religious poetry using such erotic imagery (One dark night,/fired with love’s urgent longings/I went out unseen,/my house being now all stilled . . .) that many have questioned, probably unfairly, just how ascetic his relationship really was with the local nuns. But no one speaks ill of St Teresa, who reformed the Carmelite order and was the first woman doctor of divinity in the Catholic Church.

St John was mostly buried in Segovia in 1591 and St Teresa in Alba de Tormes in 1582, but in the small museum next to her birthplace, you can see two of St John’s bones (unspecified) and St Teresa’s left ring finger. In his later years, Generalissimo Franco is said to have kept her right hand on his bedside table, next to the alarm clock.

This is Franco’s heartland, the old, conservative, red-blooded Spain, where nothing has happened for 250 years, a place of dust and shadows, big skies, soft air, high plains of terracotta earth, vast granite boulders and slow-moving rivers. The parched grass is grazed by muscular, black cows with long, sharp horns, descendants of the now-extinct aurochs of North Africa. Enormous storks nest precariously on high buildings.

The ancient granite cities are so unchanged that six of them — Ávila, Segovia, Salamanca, Alcalá de Henares, Toledo and Cuenco — are now Unesco World Heritage Sites. Originally, they were frontier towns in the battle against the Moors, but their strategic importance disappeared with the unification of Spain. In the boom years of the 16th and 17th century, they were showered with money along with the rest of the country. Spain was then not just the richest nation in the world but in terms of disposable income probably the richest ever, and nearly a tenth of the gross national product was spent on art and architecture. And then it all went wrong. By the time the New World silver began to dry up, the economy had been wrecked by cheap money. And the expulsion of the Moors and the Jews, who between them made up more than 20% of the population, had robbed the cities of most of their commercial, intellectual and artistic life.

Nothing remains in Ávila of the its other famous mystic, Moses ben Shem Tov de Leon, who wrote the Zohar, the great book of the Qabala, while living in Ávila, although it might be an interesting line of research to identify Qabalistic influences in the writings of St John and St Teresa (who came from a family of Jewish converts).

For centuries, the cities went to sleep, their remaining inhabitants sinking back into their core beliefs. From the centre of Ávila you can still see open countryside, and as you wander around the empty streets, now all stilled, the only sound is the echo of your footsteps.

Only 30 or so years ago, most of the great sites of Europe were open and free. You could sleep under the arches of Stonehenge and among the ruins of Olympia and Ephesus. Now, they are cordoned off, and the beautiful villages that once you could only come across by accident are signposted from 50km away and written up in every guidebook. You are also prepared for the odder places, insulated from the shock. But central Spain is still open for discovery.

In the corner of a small side cloister in Ávila Cathedral, I found a painting of the Holy Family, unlabelled, without glass in the frame and with no attendant to stop you getting too close. From a short distance, it looks like it might be a genuine Raphael, although on closer inspection it probably isn’t. But in an unregarded display case of crucifixes there is an awesomely beautiful ivory carving by Benvenuto Cellini, as unmistakable as a piece of the True Cross.

Beside the city walls near the Puerta del Alcazar, I also came across a Celtic statue of a pig, larger than life size, its granite outline hardly changed in more than 2,000 years. You could sit on it if you wanted; no one would stop you.

Outside the city, a van bore the legend “El cochinello de etiqueto” — the piglet of etiquette? Perhaps that is a mistranslation like the signs warning you not to park llamas in doorways.

Ávila is the highest city in Spain, and locals describe the climate as nine months of winter and three months of hell. This is not strictly true: spring and autumn are beautiful, but central Spain in not for the faint-hearted.

The expulsion of the Jews and Moors was quickly followed by the expulsion of the vegetarians. This is meat-and-no-veg country (with salt cod on Fridays), and in Segovia in particular the eating of slow-roast suckling pig is almost a religious rite, taken at least as seriously as bullfighting, and just as mystifying to outsiders.

The piglets, mostly under a month old, are brought ceremoniously from the oven to your table, whole on a platter, their legs splayed, the platter of tiny feet. The expression on their faces is resigned but unhappy: “I’m not angry with you,” they seem to be saying, “just very, very disappointed.”

Then they are cut up in front of you. The taste is not good — too sickly — the texture too soft. Surely, this is how human flesh is supposed to taste. The smell clings to your clothes. From the walls, photographs of well-fed, sashed and medalled grandees stare down disapprovingly at your wimpishness.

My great-great-great-grandfather came here with Wellington, fighting all the way from Torres Vedras to Vittoria. He was a bit like Bernard Cornwell’s Captain Sharpe except in reverse, for whereas Sharpe was made an officer for some improbable act of heroism, he was reduced to the ranks for being drunk on duty. I have always thought this rather unfair as the soldiers of the Peninsula army were a notoriously drunken lot: “The scum of the earth,” said Wellington. “The plain fact is that most have enlisted for the drink.” But perhaps my ancestor was an extreme case.

Napoleon’s army was no better. A French advance was once halted by the simple ploy of leaving a large consignment of wine beside the road. When the barrels were empty, the troops were too drunk to continue. The war was the usual shambles. Captured cities were looted even though the Spanish were our allies. There used to be a number of woollen mills underneath the Roman aqueduct that still straddles Segovia, but the British knocked them down to prevent competition with the Yorkshire weavers.

Segovia’s great royal fortress, the Alcazar, seems too good to be true, too much like the castle from Disney’s Sleeping Beauty with fanciful turrets and conical slate roofs that would be more at home in the Loire or Bavaria. Much of it burned down in 1862 and most people assume that the present building is just a Victorian fantasy like the walls of Carcassonne. But the local tourist board is adamant that it isn’t, and the evidence of old pictures is probably on their side.

Perched on a spur of rock at the confluence of the Clamores and the Eresma rivers with a sheer drop on all sides, this is no place for anyone suffering from vertigo. You enter across a shaky wooden footbridge with alarming views. Inside, you can stand by the balcony from where in the 16th century a young Infanta fell to his death. The nursemaid, who should have been looking after him, briefly considered her prospects then followed him over the edge.

Two hours’ drive south of Segovia, the old university city of Alcalá de Henares has been much more developed and is now virtually a suburb of Madrid, joined to it by an industrial and commercial no man’s land, but the old city centre is much as it always was.

The university was founded in 1496, shut in 1836 when the faculties were transferred to Madrid, and only reopened in 1977. It is what a university town ought to be, with old buildings as good as any in Oxford or Cambridge, an active cultural life and plenty of lively bars and restaurants (some serving vegetarian food). You can even find some discos.

Graduates of the university include the playwright Lope de Vega and the saints Ignatius Loyola and John of the Cross but not the city’s greatest son, Miguel Cervantes, who flunked his exams and took a very roundabout route to fame, although never to fortune.

Don Quixote is perhaps the great unread masterpiece of western literature, and at first attempt it is hard going. The humour had withered badly. You can imagine Cervantes chortling to himself as he wrote while you plough through the first 500 pages baffled and impatient. The plot meanders — you can skip a hundred pages without missing anything vital — and unlike Shakespeare’s comedies (which aren’t funny either) the language offers little compensation, at least in translation. But if you stick with it, like Quixote on his quest, like a fool persisting in his folly, you achieve a kind of wisdom, certainly an insight into old Castille, and you are sorry when you get to the end.

Alcalá de Henares would be a good base for exploring the area, close to the airport and only a short train ride from the centre of Madrid. The Hotel la Tercia next to the cathedral (built on the spot where the children Justo and Pastor were martyred by the Romans for refusing to renounce Christianity) was originally an 18th-century student hostel and has now been pleasantly and idiosyncratically restored, a far cry from the big, soulless hotels of city-centre Madrid.

Its courtyard is a place where students drank 250 years ago, and still do. Pouring spirits, the bar staff have no concept of the word “when”, and my great-great-great-grandfather would certainly have liked it. In late evening, you can sit watching the storks come home to roost, descendants of the same birds watched by Cervantes and St John of the Cross.

A shorter version of this article first appeared in the Guardian.

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