At the entrance to the caves, you are told that you need to remove your shoes and leave them there. You may get confused (and I certainly did), believing that you need to leave your shoes there for the entire trip.
This is not true.
You do not need to remove your shoes for all the caves and definitely not true for the distance between the caves. This is a ploy to get you to hire a porter for Rs. 150 to carry your shoes.
Unique Suggestions: Ignore the guy at the entrance pestering you about this.
Fun Alternatives: You have 3 options:
1. Wear slippers or some other cheap footwear (wouldn't recommend this as you could slip)
2. Hire a porter (wouldn't recommend this either -- encourages them to force other people and basically scare tourists)
3. Carry the shoes yourself -- we certainly did and just had to remove it for some caves and carry it inside and then put them back on while walking between the caves.
To get to Ajanta, you take your car up to the taxi stand and then catch a local bus up. Beware of the hawkers lined up at the taxi stand at the bottom of the hill. These are over-priced and will cheat foreign tourists. It's better to buy what you want from the Government approved shops in Aurangabad.
Do NOT go into a shop for tea etc as this is a common trap (all legal) to get you in and ply you with tea until you feel embarassed enough to spend a lot on things you don't really need.
You also have hawkers at the caves and just outside on the way to the valley and the mountain viewing point trying to sell you books and jewellery. These books are rejects or can be plain robbed from other stores and they actually cost about Rs. 200 to Rs. 300 (for a pictoral map of the caves) or Rs 20 to Rs 25 (for postcards), but for tourists the hawkers have a "special price" that would be at least quadruple that amount. They will follow you and pester you if you stop to talk or bargain with them or say anything beyond "No thank you" very loudly.
Unique Suggestions: The hawkers at the bus stop / taxi stand will tell you that when you come down, you should come down to their shop and will give you small crystals to make you feel obligated to buy something.
1. Ignore them by saying "No thank you"
2. Buy something from them then or later (wrong choice!)
3. Say yes and then when down, quickly head to your taxi.
The hawkers at the caves will generally ask you once or twice if you want to buy -- if you say "No thank you", most of them will then move off. However, there are persistent ones to whom you need to say loudly "No, thank you", or if they still follow you "Go away".
Do not get aggressive with the hawkers or debate or talk to them
Fun Alternatives: There is no real alternative unfortunately, you're stuck with the hawkers. The alternative is to go to Ellora which has fewer. However, as more tourists (Indian and non-Indian) buy from these hawkers, the menace will increase in number.
You'll find tour guides enticing you with a promise of showing you all there is to see. You pay Rs.450 ($10) and in about 1 hour he leaves you for the next set of tourists. Beware of a guy named "Sheik" - I am getting personal but this chap was the worst. He took us on for the amount specified and then picked up more tourists along the way (who were exploring themselves) for half the rate. Then when he heard a bus load of foreigners had landed he scampered saying "what you will see in the remaining caves, I've already explained"!
Unique Suggestions: If you need a guide - you should take one from your hotel. At least, they will be with you all through the trip. And probably add some more vignettes along the way. Not sure how much they would cost though.