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The only problem with starting a trip in balmy, attraction-packed San Diego is… it's hard to leave. But then, the same is true of much along this route. Like the apple pie haven of Julian, or the cactus-flanked trails of Anza-Borrego Desert State Park, or the shops and sunshine of Palm Springs. This slice of Southern California is made for vacations.

A great place to start the trip is the village of Coronado, which occupies a narrow peninsula across the bay from downtown San Diego. Getting there is half the fun: The drive across soaring, curving Coronado Bridge is almost as exhilarating as a roller coaster ride. Thanks to its low guardrails, the bridge provides unobstructed panoramas of downtown San Diego to the north and the naval shipyards to the south.

The grand Hotel del Coronado presides over Coronado's wide white-sand beach. Built in 1888, this ornate, red-roofed Victorian masterpiece has hosted countless movie stars, presidents, and dignitaries as well as at least one ghost. Visitors can learn more about the hotel's rich history by taking a self-guided walking tour – free maps are available at the concierge desk. For those who would rather relax and soak up the hotel's ambience along with some sunshine, there's the al fresco Sheerwater Restaurant, which offers fresh seafood and ocean views.

The calls of song birds and waterfowl fill the air at the Tijuana Slough National Wildlife Refuge in nearby Imperial Beach. It's a mecca for serious birdwatchers, and with good reason: more than 370 species have been documented here. The visitors center offers guided bird and nature walks along the many miles of trails that meander across a broad, flat expanse of wetland along the U.S./Mexico border. Trails are open every day, sunrise to sunset.

Back in San Diego, a unique shopping experience awaits. Horton Plaza is to other malls what Salvador Dali is to other artists. This brightly painted open-air complex consists of several adjoining structures clustered around a courtyard. The levels of the various buildings are purposely misaligned – an effect that is both disorienting and refreshing – and connected by escalators, stairs, ramps, and elevators. The complex includes almost 200 stores and restaurants, ranging from Nordstrom to Foot Locker. In this setting, even familiar chain stores like The Gap seem exotic.

Some 12 miles north is the oceanside neighborhood of La Jolla, known for its European ambience and its beautiful beaches and cove. Several sea caves dot the cove's sandstone cliffs. The most famous – known as Sunny Jim – can be accessed through The Cave Store. A narrow, hand-hewn tunnel descends 145 steep steps to a wooden platform in the cave's main chamber. Looking out through the cave's mouth to the blue Pacific, visitors see Sunny Jim himself – actually, a silhouetted rock formation that resembles the profile of a famous English cartoon character from the early 1900s.

Among the big-bucks homes of Rancho Santa Fe sits an innocuous plywood structure with a sign reading "The Vegetable Shop." Only after glimpsing the produce on display do you realize that this isn't a run-of-the-mill farm stand. On a typical day the offerings might include heirloom tomatoes, squash blossoms, Concord grapes, Jerusalem artichokes, and much more. Amazingly, everything is grown on the adjacent Chino Farm. Since opening shop in 1969, the Chino family has earned an international reputation in food circles for excellence and innovation. They've been featured in magazines such as The New Yorker and Vogue, and their vegetables and fruit regularly appear on plates at top California restaurants such as Chez Panisse and Spago.