Tbilisi, Yerevan and Baku sit within a day's travel of one another, yet each feels like a different world. A loop between them is the classic first trip.
Shared minibuses — marshrutkas — knit the region together cheaply, if not always comfortably. Trains are slower and more scenic; the Tbilisi–Yerevan overnight is a rite of passage.
The Caucasus rewards the detour: a hilltop monastery, a wine village, a mountain valley an hour off the main road. The road between places is often the place.
Wherever you go, you will be fed — see food.