Baku

Baku is Azerbaijan's capital — population 2.3M on the Caspian Sea coast, the largest city in the South Caucasus + below sea level (-28m). Often called 'the Caspian Sea Dubai' for the rapid oil-money modernization since 2000s. The city sits at the crossroads of Europe + Asia, blending Soviet-era brutalist architecture (USSR until 1991), Persian + Islamic heritage, and modern oil-rich glass towers.

The Old City (Icherisheher, UNESCO 2000 + only walled city in the entire Caucasus) preserves 12th-century Maiden Tower (29m, mysterious origin + symbol of Baku) + Palace of the Shirvanshahs (15th-century royal complex). Modern Baku features the Flame Towers (3 curved skyscrapers 190m, illuminated nightly with flame animation referencing Zoroastrian fire-worship roots), Heydar Aliyev Center (Zaha Hadid's flowing 2012 cultural center — masterpiece of curved white architecture), and Boulevard (16km Caspian Sea promenade with Mini-Venice canals).

Day trips: Gobustan (UNESCO 1998 + 6,000 prehistoric petroglyphs 60km south + 40+ mud volcanoes), and Yanardağ ('burning mountain' natural gas fire 25km north — has burned 4,000 years referencing Zoroastrian roots). Cheap (one of cheapest Asian/Caspian capitals) + visa-free or cheap e-Visa for most.

Iconic Azerbaijani cuisine: Plov (saffron rice + lamb in dough crust, $10-25 — Azerbaijani national dish), Dolma (stuffed grape leaves + vegetables, $8-15), Kebab (skewered meats, $6-15), Shah plov (royal version + dried fruits, $20-35), Caspian sturgeon + caviar ($30-100), Lavash flatbread ($1-3), Ayran (yogurt drink, $1-2), Pomegranate juice ($2-5 — Azerbaijan grows the world's best pomegranates).

Bottom line: Baku is canonical Caspian + Caucasus + cheap visa-free + Zaha Hadid masterpiece. 3 days hits Old City + Flame Towers + Gobustan + Yanardağ.