Winchester is a fantastic old city with loads to see and do. There is adequate shopping and the whole of the center has a really nice atmosphere. The Cathedral is a must - it is really interesting, and very informative. The Cathedral also has lots going on throughout the year, as well as regular services.
As well as the Cathedral there are lots of other places that you can visit including some museums, the restored mill and Winchester College. A bit further out from the center you can visit St. Cross Hospital which is an amazing old building with lots of history.
There are loads of walks around Winchester which are definitely worth a look and you don't have to go too far to feel you are in the country.
Winchester has a large number of places to eat and get a coffee which is also good, although we haven't had a chance to try many of them out yet!
I have put together some links that may be useful to anyone who wants to find out a bit more about Winchester, they can be found here.