Cirencester

Cirencester calls itself the Capital of the Cotswolds. It's a bold claim for a market town of 20,000 people, but the Romans agreed with it — in the second century AD, Corinium Dobunnorum was the second largest Roman settlement in Britain after London, covering 240 acres with a population of 15,000 and an amphitheatre that held 8,000 spectators. You can still walk the amphitheatre earthworks today, just off Cotswold Avenue, which is one of those genuinely strange and underrated things to do in the Cotswolds. Green mounds in a field that were once the scene of gladiatorial combat in an English market town.

The Corinium Museum on Park Street is the best museum in the Cotswolds by some distance with one of the finest Roman collections in England, with mosaics, coins, personal objects and reconstructed rooms that make the scale of Roman Cirencester comprehensible in a way that archaeology usually doesn't manage. Worth two hours of your time easily.

The Church of St John the Baptist in the Market Place is known as the Cathedral of the Cotswolds, and fairly so it's one of the largest parish churches in England, its tower visible from miles around. Inside, look for the wine-glass-shaped pulpit, one of only two of its type to survive the Reformation, and the Anne Boleyn Cup. The south porch is so grand it was used as the town hall for centuries.

For a town this size, Cirencester is remarkably good for eating and drinking. Jesse's Bistro in the Brewery Court is a local institution proper seasonal cooking, excellent wine list, the kind of relaxed confidence that comes from being good for a long time. The Bear Inn on Dyer Street is a perfect Cotswolds pub 18th-century beams, open fires and beer garden. New Brewery Arts in Brewery Court is a working arts centre with craft studios, gallery, and Glaze café, and is the kind of place you stumble on and then wonder how you didn't know about it.

The courtyards are what make shopping in Cirencester genuinely enjoyable, Swan Yard, the Woolmarket, the Stable Yard off Blackjack Street. Independent shops, bookshops, delis, wine merchants, all tucked away behind the Market Place in a way that rewards wandering. Cirencester Park, 3,000 acres of woodland owned by the Bathurst family and open daily, is one of the best things in the Cotswolds. The entrance is at the top of Cecily Hill one of the prettiest streets in town and you can walk for hours without retracing your steps.

Market day is Monday and Friday. The Cotswold Show in July, held in the park, is one of the best local events of the summer.