Aurangabad
It's really a bit out-of-sequence, but I spent my last weekend in Aurangabad before flying home from Mumbai. I flew here with an overnight change in Mumbai airport (at least that avoided the long journey into the centre of Mumbai), and got on a bus as soon as possible to get to the caves at Ajanta.
Ajanta's cave-temples were dug out of the hillside surrounding a bend in a river canyon. The location is fantastic, and the caves contain a lot of original painting. They were completely hidden for centuries during Muslim rule in the area, avoiding the destruction that befell many other temples at the time.
On the following day, I visited Ellora. It has a wealth of Buddhist, Hindu and Jain cave-temples, some impressively sizeable on several levels. The centre-piece and most astonishing piece of work is the Kailash temple, a multi-storey building carved entirely out of one piece of rock - including all its floors, walls, ceilings as well as all its many carvings and sculptures.
On the way back from Ellora, in a jeep which managed to squeeze about 18 people in (4 in the front, 4 or 5 in the middle, and 9 or 10 in the back (or holding on to the back), it rained for the first time in my 40 days in India. It stopped by the time I got back to Aurangabad.