Kōya-san is a raised tableland in northern Wakayama-ken covered with thick forests and surrounded by eight peaks. The major attraction here is the Kōya-san monastic complex, which is the headquarters of the Shingon school of Esoteric Buddhism. Though not quite the Shangri-la it's occasionally described as, Kōya-san is one of the most rewarding places to visit in Kansai, not just for the natural setting of the area but also as an opportunity to stay in temples and get a glimpse of long-held traditions of Japanese religious life.
Although it is just possible to visit Kōya-san as a day trip from Nara, Kyoto or Osaka, it's much better to reduce the travel stress and stay overnight in one of the town's excellent shukubō (temple lodgings). Keep in mind that Kōya-san tends to be around 5°C colder than down on the plains, so bring warm clothes if you're visiting in winter, spring or autumn.
Whenever you go, you'll find that getting there is half the fun – near the end of its journey, the train winds through a series of tight valleys with mountains soaring on all sides, and the final vertiginous cable-car leg is not for the faint of heart.