The Cambridge rd gallops and the Heath and Racecourse side,Warren hill and Limekilns are all top places.A walk along Bury rd and Fordham rd in the early morning is a beautiful walk as is Hamilton rd and Snailwell rd where the British racing school is(where i did a course in 1990) and the Godolphin yard too.
Visit the British horseracing museum in the high st and the National stud.The shopping in the town is pretty good as is a drink in the Rutland Arms.