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Ganja is the second largest city of Azerbaijan. It's quite close to the border with Georgia and it's a good option if you are planing to cross from there to Baku in your trip.
Even though Baku is quite far from Ganja it's very easy to reach (in general hitchhiking is super fast in Azerbaijan). To go to Baku and Sheki you have to reach the same road at the beginning; the M2 highway. But for Sheki you must change in Yevlax to M5 (the road goes straight away to Sheki, Gebele, etc).
The best option to start stopping cars is to take a Marshrutka from the city center to the bus station. Look for the buses with "avtovogzal" write (It's the new bus station at the outskirts of the city). The Marshrutka 23 is going in that direction from the city centre, but you can ask around and probably someone will help you. When you arrive to the station, get out from there and walk a little bit further from the taxi drivers at the entrance of the station.