Sierras de Cazorla, Segura y Las Villas Natural Park
If travelling by car from Baeza/Úbeda, your route into the Natural Park might well be via the town of Cazorla. This road illustrates just how the landscape changes from the rolling olive groves round Úbeda to the jagged peaks that rise behind and beyond Cazorla as you approach it.

Cazorla Mountains and Town
One of the most beautiful ways into the Park through Cazorla is then via the Burunchel pass. Once up there you'll encounter lakes and mountains that are dominated by an incredible abundance of Mediterranean flora and fauna. Facts and figures back this up: the Park might only occupy 0.43% of the Iberian Peninsula, but it boasts 20% of the species of flora to be found in Spain and Portugal. Of the 1,300 species that are present in the park, 24 can only be found there. Pretty impressive stuff!

Yedra Castle, Cazorla
Unlike in some other Spanish Natural and National Parks, there is also decent walking available, with a number of trails having been designed with varying degrees of difficulty. The local tourist offices can provide you with details.
As for villages that are worth visiting, I'd certainly highlight Segura de la Sierra and Hornos, but there are many other gems just waiting to be discovered, especially in the upper reaches and more isolated parts of the Park, where some hamlets only have a few inhabitants remaining.
A final recommendation for your itinerary is a visit to the cave paintings in the Park that were awarded World Heritage Status by UNESCO in 1998, proof that this mountainous area was key in prehistoric times.
For accommodation advice, please follow the relevant link, while eating out is also a joy in the park, the most outstanding products being D.O. olive oil (as described elsewhere in this guide) and cordero segureño, a local breed of sheep that provides the basis for delicious dishes.