My memories of Aurangabad are whirlwind of buses, caves, sweltering hot days, bottles of water, and jumboking. We arrived on an overnight bus from Mumbai and after quickly finding a place to stay we ate and jumped on a bus to Ellora.
The Ellora caves are 29 kilometres from Aurangabad - around 45 minutes on the local bus or half an hour via shared jeep (bargain hard and you can get a jeep for the same price as the bus!) - and represents the epitome of Indian rock-cut architecture, so wikipedia says, and I'd agree. The caves are structures - Buddhist, Hindu, and Jain temples, viharas, and mathas - excavated from the vertical face of the Charanandri hills. I don't think I could ever describe how incredible the Ellora caves are, they're one of those places that you just have to see to believe. A path connects all of the caves, and you can easily spend the best part of a day wandering along it. You may have to climb over, under, and through some scaffolding, but it's all in a day of sightseeing in India. There is also a path along the top of the hills, but my travel buddy says it's not for the fainthearted. After a long, hot day we headed back to Aurangabad in a share jeep - we were going to take the local bus, but the jeep driver offered us the trip for the same price so we jumped in. Ask the sit in the front seat - you may end up sharing it with two other people (and then a driver) but it's better than being crammed into the back seat, or boot. There were 15 people in the jeep at one point.
We weren't too keen on venturing too far from the hotel in Aurangabad - it's not the nicest place during the day, and after dark is incredibly seedy - so popped to the corner burger store, Jumboking, for dinner. Street food stalls are alive at night in India - fluorescent lights light the streets, crowds of locals stand around chatting and drinking chai, and the sound of pakodas in oil is a constant fizzle in the background. When you find a good street food place, you go back - again and again. Jumboking was one of those places. The burgers (with potato patties) were so good, and the salad on them was fresh. I don't remember the exact price (I remember names, my travel buddy remembers numbers) but they were budget friendly.
The next morning we were up bright an early to hop on a bus to the Ajanta Caves. These are located a little further from Aurangabad - the local bus takes around three hours - but are worth the long, hot bus ride. The Ajanta Caves are Buddhist monastic buildings, and are masterpieces of Buddhist religious art. They are incredible - elaborate stone carvings carved by local monks and amazing mural paintings line the walls, ceiling, and floor of the caves telling stories, and silence fills the Chaitya-grihas. After another long day of cave hopping we caught the bus (just stand on the side of the road opposite the entrance to the site and the bus will stop) back to Aurangabad - standing for a little while before managing to quickly nab a seat at the back of the bus when some locals got off.
We headed back to the hotel to grab our bags (they'd let us leave them there after checking out) and after a quick shower and a cheeky tip to the concierge for letting us duck into a room to freshen up, we headed to Jumboking for burgers and fries, before heading to the bus station to wait for our overnight bus back to Mumbai. We'd be sleeping on a bus this night, and the next night on a train, and by the time we arrived in Pushkar we were very, very wearly travelers.