The Pueblos Blancos tour, according to the Eyewitness Travel Guide (which I would not leave home without
)starts at Arcos de la Frontera, then Ubrique, Zahara de la Sierra, Grazalema, Setenil, Ronda (ah, what a city !!!) Gaucin, and Jimena de la Frontera. Unless you can find an organized tour of the pueblos, you have to do this by car (OR expect to spend a lot of time waiting around for buses!) Ronda is pretty easy to get to; it even has a direct Talgo (fast train) to Madrid. Grazalema is probably the next most talked about city on this route.