Set right on La Concha Beach, this 148-room hotel recalls the San Sebastián of the Belle Époque era, when Spanish royalty made the city its summer playground. In operation since the late 19th century, it still retains an air of grandeur—though its rooms are a little dowdy (the carpeting and wallpaper are faded and prehistoric-looking, and the ridiculously large hair dryers definitely need to go). Still, they're spacious and comfortable, and for the price, you won't find a better location; just be sure to book one of the 78 ocean-view rooms or suites. The boardwalk, and the hotel's alfresco beachfront bar and restaurant, are just outside the back door, and it's only a five-minute walk to the pintxos bars of the Casco Viejo or the high-end stores in the city center.

Of the two upscale modern hotels in Bilbao, the Gran Hotel Domine is certainly showier—and it does have amazing views of the Guggenheim. In just about every other regard, though, the Hesperia is the better bet. The exterior, with its candy-colored windows, resembles a game board by day (and a Lite-Brite box by night), but inside, the whimsy gives way to elegance. Each of the 158 rooms and suites is furnished with minimalist pieces in brushed metal, dark wood, and velvety neutral-toned fabrics; most have dramatically lit bathrooms with smoked-glass panes and double above-counter basins. (Room 616, a spacious corner junior suite, costs just a little more than a double room and has lovely views of the museum and the river from its balcony.) Getting to the Guggenheim means just a five-minute walk west by way of the Zubizuri, a curvy pedestrian bridge designed by Santiago Calatrava. It's especially romantic to stroll across at night, when the reflections of streetlamps sparkle in the water.

Bilbao's Beaux Arts grande dame sits right on the grand Plaza Moyúa. Ever since 1936, when it was the provisional seat of the regional government (complete with basement bunker to protect Basque leaders in times of civil unrest), the building has epitomized Old World luxury. It has been carefully maintained and kept in beautiful shape; you'll find no fraying around the edges here. Even basic double rooms (there are 135, along with seven suites) are spacious and elegant, with sumptuous chairs and sofas upholstered in silky striped fabrics. The service is everything you'd expect at such a sophisticated property, and includes 24-hour room service and an on-call doctor. If money is no object, stay in the sixth-floor Imperial Suite, an enormous space that includes two bedrooms, one large salon, two bathrooms (one with a Jacuzzi), a wet bar, a workout room with a private sauna, and a spectacular wraparound balcony.

Designed in 1912 by the same architect as the Ritz hotels in London and Paris, this ornate hotel caters to those that love old-school pomp and pampering. (More casual types may find the courtly, formal service a bit over the top.) Its 136 rooms, 27 of them suites, are expansive, with marble baths, dark-wood antique reproductions, and rich-colored fabrics; some have Juliet balconies overlooking the Urumea River. There's an indoor pool and spa, which can get a bit crowded in September when visiting celebs come for the annual film festival; as the fanciest place in town, this is their lodging of choice.

In the heart of the Rioja wine region (about an hour south of Bilbao) this 2006 Frank Gehry-designed hotel has titanium curves that echo those of Bilbao's Guggenheim. From the outside, the main structure, with its 15 irregularly shaped rooms, shimmers like a large present that's been wrapped in crinkly, shiny paper. Inside, the rooms are airy and light, with contrasting white-linen and blond-wood furnishings, and slanted windows with views of the surrounding vines. (There's also a second building, which contains 29 slightly larger, less quirky accommodations.) The Starwood chain seems to have pulled out all the stops for this place: Besides the rooftop lounge with its open fireplace, there's a restaurant helmed by talented chef Francis Paniego, serving traditional Rioja cuisine; the hotel also houses the swanky Caudalie Vinothérapie Spa, where you can be soaked and slathered in products containing wine. If consuming vino is more to your taste, that's an option, too, at the in-house wine and tapas bar. Guests are guaranteed a reservation for the 90-minute tour of the famed Marqués de Riscal winery, which would otherwise need to be booked months in advance.

If you crave peace and quiet and don't mind renting a car, head for this hotel in a sedate hillside neighborhood of San Sebastián. Opened in 2002, the property is named for a nearby royal palace (a landmark that once served as a residence for royalty—and infamous dictator Francisco Franco). The 75 rooms have wood floors, clean-lined IKEA-type furnishings, and your choice of pillows; the soundproof floor-to-ceiling windows (some with balconies beyond) provide views of the lush Basque landscape. The top floor has a small fitness center, sauna, and solarium with chaise longues. Even if you have a car, you should make the trip downtown on foot at least once; during the 20-minute downhill trek along the Paseo de Aiete, you'll get a beautiful view of the city, the coastline, and some precariously perched houses.

Set between the Guggenheim and the Museo de Bellas Artes, this 50-room boutique hotel is both superstylish and a great value. The room interiors, conceived by Barcelona fashion designer Antonio Miró, are all mod white-on-white, with beige leather sofas, velvet curtains, recessed lighting, flat-screen TVs, and sliding wall panels that conceal hidden office nooks, entertainment centers, and wet bars. The property includes a convivial pintxos bar and separate hot tubs and saunas for men and women. The hotel's best asset, though, is its welcoming, friendly staff; they'll assist you with everything from directions to dinner reservations to finding a doctor who makes house calls.

The city's hottest boutique hotel, this 25-room property occupies a renovated 19th-century villa that's been designated a historic landmark. The rooms, both in the main building and the adjacent brick carriage house, are outfitted with plain, no-nonsense furnishings in muted colors, and could use a little cheering up. Still, the king-size beds have plush linens, the roomy bathrooms have separate showers and tubs, and the amenities include bicycles you can borrow to ride around town, a wonderful breakfast served in the glass-enclosed patio, and minifridges stocked with free nonalcoholic drinks and snacks. There's also a stately common lounge and a mellow bar where you can get an aperitif before heading out to dine in the city. The location outside the city center—a short bike ride from Zurriola Beach and Gros—may put off those who like to be right in the middle of things.