In virtually every country we have ever visited, we have rented cars, even in Lebanon, where we drove through a war zone, and later 1,200 miles across the Atlas mountains and deserts of Morocco without seeing another car. But Brazil is out of the question.

Road signs are nonexistent or misleading, and posted only in Portugese. If you need to ask directions, no one speaks English. Worse, Brazilian roadside travel advisors have been known to indulge in mischief at the expense of foreigners, and you might find yourself zooming off in the wrong direction on a wild goose chase that may take hours to unravel.

As if that weren't enough, police roadblocks and checkpoints are everywhere, and the police have a history of preying on fellow Brazilians and foreigners alike, making threats and demanding bribes. In some cases, they have been known to rob visitors by making random arrests, trumping up false charges, threatening long trials and jail terms and then granting release only after relieving their terrified victims of all their cash.

So we reluctantly hire a driver (not surprisingly at a cost roughly four times that of a rental car), and head for what is arguably the world's most beautiful — and dangerous — city.

Our arrival into Rio on the Sao Paulo-Rio coastal highway is a scene right out of a Bruce Willis action movie or a nutcase video game. No sooner do we hear the screaming wail of sirens, then the left lane comes alive with a speeding caravan of police cars and wagons packed with flak-jacketed SWAT teams wielding M-16 automatic weapons at the ready, enough bristling firepower to wage a small war. Five, six seven, now 10, 20, 30... We stop counting. We've come to a complete stop now in the center lane, right next to a big truck loaded with huge canisters of natural gas. The truck right in front of us is piled high with hundreds of tanks of butane. You don't have to be a ballistics expert to understand that just one of these containers going up would leave a Jacuzzi-sized crater in the tarmac. Both trucks would produce a fireball half a mile wide.

The driver says it must be a big drug operation. He's wide-eyed and tense. The cops are still tearing past us, sirens whooping and shrieking. We are stopped dead in the heart of a favella, one of Rio's diciest neighborhoods. I'm feeling like a canary trapped in a cage, thinking that if they get in a firefight somewhere up ahead and just one stray round happens to visit one of our neighboring trucks, it's adios. At least it will be quick. So we hope for the best — and that's what we get.

Finally, the last police vehicle shoots past and the sirens slowly fade down the line and into the surrounding community, and we are safely on our way again, arriving 20 minutes later in the Leblond neighborhood at the far end of Ipanema Beach, where we spend the night before pushing on the next morning for Buzios (against the advice of several friends who say they have watched this storied resort sink fast in recent years).

In Rio, we forego the usual attractions of Corcavado (the enormous statue of Christ with outstretched arms on a mountain peak overlooking the city), and Sugar Loaf with its aerial tram, because we did them years ago, and because the lines are long. On our last visit, you could walk at night on the famous promenade of Copacabana Beach, right next to Ipanema. Today everybody knows that if you wander out after dark on Copacabana you're taking your life in your hands.

In the 1930s, Rio was the undisputed queen of South American cities, a glamorous mecca for Hollywood stars and European royalty, and the fabled subject of countless songs and movies. But Bing Crosby and Bob Hope would doubtless recoil in shock if they could see Rio today. In an ugly irony, Favellas (slums), some of which lack water or electricity, crown all seven hills of the city, taking up the best real estate and enjoying some of the finest views on the entire continent. At the end of Ipanema, a favella hovers like a gathering storm over the Sheraton hotel, which itself commands one of the city's choicest views and locations. In Rio, you need only look over your shoulder in almost any direction to be reminded of what's become of the old queen, and to contemplate the source of the rampant crime wave of murders, muggings and carjackings.

Everybody here knows someone who has been mugged at least once. Most people carry what they call "robber cash," about 50 reis ($25) in their left pocket and the bulk of their money and credit cards in another pocket. If they run into a random goon with a gun, they simply hand over the cash from the left pocket. The thieves know their victims have more, but seem content with their modest heist, perhaps knowing they may soon be back for more. Both muggers and victims appear to have come to an understanding, tacitly agreeing on a kind of street fee that's not unlike protection money. It's gotten so common that one Brazilian acquaintance told me that his mugger merely gave him a glimpse of the gun in his belt, and the transfer was over in five seconds. So unless you have the misfortune to meet with a crazed drug thug, nowadays the only time you're apt to get hurt or killed is if you put up a fight.

We are on our way to Buzios early, trying to beat the morning rush. Rio's elevated highways are notable for their frequent police command posts, which appear every half mile or so. Police created the stations in response to Rio's ongoing history of car jackings. Thieves positioned near on-ramp traffic check out your wheels and take a peek inside. If they like what they see, they stick a wad of gum on the door. When you drive up the ramp, their buddies cruising above on the highway move in and force you to the curb. Police counter with their plan, in which victims are supposed to call 911 with their cell phones and a description of the car. Then the cops are supposed to nab the bad guys as they head down the highway in the stolen car.

Our driver has shown up with a brand new, shiny red Volkswagen sedan that stands out like a diamond tiara. We are in no mood to test the system, so we count the seconds until we are out of town.

Later, we learn that he has already been hijacked twice.

Buzios

Three hours later, as we crawl into Buzios in a conga line of summer weekend traffic, we regret that we yielded to curiosity and failed to heed our friends' advice.

Buzios, once the playground of the rich and famous, is today a tourist zoo. Two mammoth cruise ships squat in the bay disgorging a flotilla of launches filled with low-end travelers in flip-flops and wife-beater tank tops. Throw in the Rio day trippers, and the streets are mobbed. As the day quickly heats up, the crowds pour into air-conditioned shops to cool off, with no intentions of spending even a single Brazilian real, which drives the shopkeepers crazy. Wherever the rich and famous may be, they are definitely not here.

To our deep disappointment, Buzios is a far cry from the rustic fishing village that French superstar Brigit Bardot first put on the map more than 50 years ago. The pousadas and hotels are packed, so we forge on to a remote beach at the far end of the peninsula. Just when we are prepared to give up all hope of finding a place to crash, we stumble upon a strange boutique fantasy called Brava Hotel, just up the hill from a pretty little bay and across from wild green hills where horses roam free.

This place is a most improbable concoction of undeniable charm — a white deck with deep blue infinity pool, pretentious white banners luffing in the ocean breeze, plush cushions and cozy alcoves everywhere, staff running around in ludicrous black kung fu costumes, an unlikely Santa Fe adobe motif complete with planted cactus, and hip all-white minimalist room décor. Hypnotic music wafts gently over the deck. Inside, Rod Stewart is singing up a romantic storm. Bizarre but relaxing, and definitely a welcome sanctuary after such a jarring arrival downtown. I'm thinking, maybe Buzios won't be so bad after all.

We rent a dune buggy and putter around, checking most of the beaches — only to discover that the sea everywhere is fronted by a sea of people occupying almost every available inch of sand. So we beat a retreat back to the relative isolation of Brava. On the way, the gear box falls out of the dune buggy. After a brief hassle, we spend the afternoon on our own less traveled shore watching a parade of Speedo-clad gay men making their way to the end of the strand and over the hill to their own sandy sanctuary on the far side.

An attempt to set off the next day to visit a beautiful and remote cluster of beaches 40 kilometers down the road only confirms what so many people have been trying to tell us about Americans renting cars (dune buggies are not allowed outside city limits). Street signs are either nonexistent, misleading or incomprehensible. Speed traps and cameras are all over the roads, and difficult to spot, so if you are not alert and watchful, you are apt to get nailed for exceeding various speed limits. If you do get pulled over, the police are suspect, and you stand a fairly good chance of getting ripped off. On top of all that, Brazilian drivers seem to have a national death wish.

Predictably, we end up down the rat hole, hopelessly lost in a bad neighborhood of a rundown industrial city halfway to our destination. The experience is so frustrating we simply give up and turn back to Buzios, just in time to join the miles-long Saturday traffic creeping bumper to bumper on a single lane into town.

Feeling caged, we head straight to a travel agency to plan our escape, only to discover that all the flights out of Rio are booked. So we spend the next seven hours — seven! — putting together a piecemeal plan. It's a miracle that things finally come together (very expensively) just before the sun goes down. We are quickly learning some of the hard lessons about travel in Brazil.

Brazil Lesson No. 3: Never travel in Brazil at the height of summer. The whole country heads to the beach, and most flights are booked solid. The crowds are daunting, and if you are anywhere near the sea, sometimes there can be no escape.

We pay for our free and independent style of travel every step of the way. For example, when we try to book a flight from Buzios to Trancosa in Bahia State, the gods of travel are not happy. We learn that there are no available seats to nearby Porto Segura for the next five days. So we change plans and decide to go first to the inland state of Minas Gerais. Because we are so late securing our flights, we are shocked to discover that with every leg of the itinerary we will be forced to pay up to five times what we might have paid had we bought earlier. To make matters worse, domestic flights in Brazil are notoriously pricey in the first place. A short, round-trip flight of two hours can often cost more than a round trip flight from New York to London, Paris or Rome. On top of all that, if you are not Brazilian you are likely to be charged a lot more. So they've got you coming and going, and you've got little choice but to choke back your frustration, accept the pain and move on.

Brazil Lesson No. 4: As we are about to find out again and again, the only way to travel in Brazil without spending a fortune is with a tour or a group. If you are not prepared to do that, you had better resign yourself to getting ripped, fleeced, exploited and generally flayed every single day. For example, if you show up at a hotel without a reservation, you will have to cough up the highest rate for a room almost every time. Tour members in the same hotel may be paying only a fraction for similar accommodations.

Brazil Lesson No. 5: The only way to trump both boring group travel and tricky independent travel is to zip around like Bill Gates. Recognizing the maddening frustrations encountered by plebeian pilgrims like ourselves trying to navigate this difficult and huge country, high end travel specialists have popped up to whisk the super rich painlessly to their five star destinations by private jet, yacht and helicopter. No inconvenience, no sweat.

But the rest of us, even the herds of groupers, have to make do with what we can manage. For most people, Brazilians and visitors alike, that means countless millions of weary voyagers in high season fighting traffic, packed planes, crowded restaurants, and hot streets thick with sunburned window shoppers.

All of which sets us to thinking what a joy the off season must be. Lots of sunshine, moderate temperatures, better prices, no crowds, less hassle, more privacy and a lot more peace of mind. That's the Buzios we will likely never see.

Next week: Granville Toogood discovers the dark truths behind Brazil's two historic hearts of gold: Ouro Preto and Tiradentes.

Mr. Toogood of Darien is an author and former television journalist. His latest book is "The Articulate Executive in Action — How the Best Leaders Get Things Done."