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When I asked the late explorer Wilfred Thesiger how to retrace his 1949 route across Oman, he recommended setting out during the same month he did, in December. It was sound advice. Winter brings crisp nights and pleasant (read: not hot) days, making it an ideal time to scramble along the Hajar Mountains’ sunbaked wadis and trek across the sand dunes of the Empty Quarter. Oman, as I found, is more than the sum of its desert parts: The country’s 1,300-mile coastline boasts world-renowned diving, and its laid-back monarch, Sultan Qaboos bin Said, makes a point of safeguarding traditional cultures and the environment.

The best way to explore this emerging destination in good style is Six Senses Hideaway Zighy Bay (villas from $870; sixsenses.com). Located on the Musandam Peninsula, the 82-room retreat sits between jagged mountains and a stretch of pristine white-sand beach (guests arrive via paraglider; a 4x4 follows with their luggage). Guides are on standby to lead hikes into the Ru’us Al Jibal plateau—one of the last remaining wild areas on the Arabian Peninsula—while offshore, the sky blue Gulf of Oman draws kayakers into a maze of hidden caves and secluded coves. Sixty-one years after Thesiger’s journey, off-the-beaten-path Oman still awaits discovery.

Must-Do: The monthlong Muscat Festival kicks off in January, a day’s drive from Zighy Bay. Wander amid clouds of frankincense and myrrh while taking in Arab music, art, and cuisine (muscat-festival.com).

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