A lovely 2.3km riverside walk south from the Monasterio de San Juan de Duero will take you past the 13th-century church of the former Knights Templar, the Monasterio de San Polo (not open to the public) and on to the fascinating, baroque Ermita de San Saturio. This hermitage is one of Castilla y León's most beautifully sited structures, an octagonal building that perches high on the riverbank and over the cave where Soria's patron saint spent much of his life.
Climb through a series of fascinating rooms hewn from the rock – but linger longest in the Capilla, an extravagantly frescoed chapel near the building's summit.