Stamford: in which we find two High Streets, and it rains

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The first overnight stop on our slow drive to Scotland is Stamford in Lincolnshire, a centre of the wool trade in the Middle Ages, just an hour's drive north of Cambridge.

We pass Stilton, after which Britain's best-known blue cheese is named. It isn't made there, but was sold at two coaching inns in the village. As long ago as the early 18th Century, Defoe associated Stilton with cheese.

An e-mail from Expedia shows the address of our hotel as 24A High Street, Stamford. We imagine an old coaching inn in the town centre. Driving among the limestone buildings, honey yellow in the bright sunlight, we find that the High Street is pedestrianised. The sat nav leads us to a small square beyond, but there's no sign of a hotel. We park in Bath Row, where the former public bath house still bears the legend "Baths" high up on its facade. The High Street has much the same as any in Britain: Boots, a bookshop, banks, charity shops; but no Bull and Swan Hotel. We try some lanes, in case 24A lies behind it, but find only the King's Arms. A shop assistant knows the name: we want the High Street, St Martin's. It's also in Stamford, but next to the Elizabethan Burghley House. On the way back to the car, we stop at a cafe offering fine speciality teas.

Just over the border from Stamford is the tiny county of Rutland. Next to the cafe, the Rutland and Stamford Mercury, published since 1695, asserts that it's Britain's oldest newspaper, though others make the same claim.

As we negotiate the narrow passage into the hotel car park, there's a sudden downpour. The rain sweeps under our umbrella and by the time we reach the cover of the inn's dark panelled lounge bar, which now doubles as a reception, we're dripping. There are homemade haslet Scotch eggs in a domed cakestand on the counter.

The staff give us a key to use in the front door if we're back late. It looks like a prop from The Munsters, but at least we won't forget it.

The hotel, we learn, is believed to have originated as an inn called the Woolpack, in the late 16th or early 17th Century. For many years, coaches on the Great North Road would stop here for food, stabling horses and a night's accommodation.

When the rain eases, we walk up into town. Stamford knows how good it looks; it's had the confidence to resist the violence that planners and developers have done to other market towns in England.

At Burghley, three-day horse trials are held. In the park, we follow a tarmac road along an avenue of limes, past jumps and stands for equestrian events, until we're in sight of the great house, its slender chimneys, turrets and gilded wrought iron softly illuminated by the evening sun. Some of the ancient oaks are losing their canopies of leaves, and a mulch of wood chippings has been spread around their bases, to suppress the grass and recreate the humus layer in the soil.

The hotel's dining room commemorates the Honourable Order of Little Bedlam, a drinking club founded by the Fifth Earl of Exeter in 1684.

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