Umaid Bhawan Palace, India

It took 15 years to complete the mammoth sandstone edifice that is Umaid Bhawan Palace, a residence that makes most royal abodes look rather pokey. Occupying a majestic spot in the Rajasthani city of Jodhpur and decorated in a romantic fusion of Art Deco and Hindu architecture, the palace has been occupied by the Maharaja of Jodhpur and his family since 1943, although 64 of the 347 rooms are now open to guests.

Umaid Bhawan Palace, Jodhpur, Rajasthan, India (00 91 291 251 0101; Doubles start at Rs26,400 (£330), including breakfast.

Palazzo Belmonte, Italy

Gun-toting 17th-century kings of Spain and Italy used to prowl the surrounding estate of this gracious hunting lodge, in search of wild boar and quail. Palazzo Belmonte is still home to the Prince of Belmonte, Angelo Granito Pignatelli di Belmonte, but these days he is confined to one wing, while the rest of the airy rooms and suites are open to guests. Many have views out to sea are perfectly placed to enjoy the serene landscape and coastline of the Cilento, which lies south of Amalfi.

Palazzo Belmonte, via Flavia Gioia, Santa Maria di Castellabate, Salerno, Italy (00 39 0974 960 211; Doubles start at €186, including breakfast.

Château Eza, France

With vertigo-inducing, yet mesmerising, views of the Côte d'Azur and the Mediterranean sparkling beyond, it is no wonder that Prince William of Sweden decided the Château Eza would be the perfect spot for his summer sojourns. The Prince resided at this 400- year-old chateau, built into the walls of the enchanting medieval villa of Eze, until his death in the 1950s. These days it is a 10-bedroom hotel, with all the luxuries you would expect of a princely pad.

Château Eza, rue de la Pise, Eze Village, France (00 33 4 93 41 12 24; Doubles start at €280, room only.

Villa Milocer, Montenegro

The handsome Villa Milocer was formerly occupied by Marija Karadordevic, Queen of Yugoslavia. Set among pine and olive trees, it overlooks a ravishing 2km stretch of Montenegro's coastline. There are just four suites in the main house and two in adjacent building.

Vila Milocer, Milocer, Montenegro (00 382 33 420 000; Doubles start at €495, room only.

Claridge's, England

On 17 July 1945, Winston Churchill declared Claridge's Suite 212 Yugoslavian soil for the day, so Crown Prince Alexander could be born in his home country. After the war, so many exiled royals took up residence here that when a diplomat called and asked to speak to the King, the response was, "Certainly, but which one?"

Claridge's, Brook Street, London, W1 (020-7629 8860; Doubles start at £289, room only.

Hotel Imperial, Austria

A decade after it became the Viennese residence of the Prince of Württemberg, this neoclassical confection was turned over for use as a hotel for guests attending the 1873 World's Fair. Its 138 rooms retain the magnificence associated with a regal lifestyle.

Hotel Imperial, Kaerntner Ring 16, Vienna, Austria (00 43 1 501 100; Doubles start at €369, room only.