There is something comforting about the Cotswolds, an area as warm and welcoming as a woolly Witney blanket.

Indeed, it was wool that built the Cotswolds – the heavy fleeces from the local sheep being much in demand and leading to the wealth and growth of the district in the Middle Ages.

The legacy for visitors today is the number of beautiful country houses that have grown out of the area's historical wealth. The other joy is the lovely unspoilt countryside and the resounding place names. Stow-on-the-Wold, Bourton-on-the-Water, Chipping Campden, Upper Slaughter – no area does names quite like the Cotswolds. Our first stop was Thornbury Castle just north of Bristol. We arrived on a lovely early June day at a residence that once hosted Henry VIII and his second wife Anne Boleyn.

The castle is just a short walk from the main town itself, and opposite an imposing church. Thornbury Castle was recently voted second only to Ashford Castle in Ireland as the best castle hotel in Europe and it's not hard to see why.

We worked our way up a winding staircase to our immaculate room and then later enjoyed walks in the pretty grounds. Thornbury was a good spot for exploring the southern Gloucestershire part of the Cotswolds. There are gardens galore around here and we dropped in at Abbey House Gardens in Malmesbury.

The gardens seem to appear from nowhere, as they are set in the middle of town. The wet weather made everything look unbelievably green.

From Thornbury we were also able to see Painswick Rococo Garden. This is the only rococo garden in the UK – one where there is no one particular style but a series of different features shown off flamboyantly. Painswick's gardens were created in the 18th century and were almost lost when they were abandoned in 1960. Happily, a restoration began in 1984 and the garden is now controlled by a registered charitable trust.

Definitely worth a stop.

Even more steeped in history is Berkeley Castle between Bristol and Gloucester. It was here that Edward II met a grisly end in 1327, with legend having it that the unfortunate monarch was despatched somewhat spectacularly by the use of a red-hot poker. The guide on our trip – a splendid and knowledgeable fellow – was happy to point out the place where Edward died but was a little diffident about going into the gory details. I came away recalling the famous lines from 1066 And All That about Edward's murder – "that night horrible screams were heard coming from Berkeley Castle and in the morning the king was horribly dead."

Our second, and last, stop was right in the heart of the Cotswolds at the Lords of the Manor country house hotel at Upper Slaughter. The name, and that of Lower Slaughter, refers not to some Berkeley Castle-type atrocity but to the Anglo-Saxon word "slohtre" which means "muddy place". Well, it was not too muddy when we were there, although we had a real downpour just after checking in at Lords of the Manor, which is a former rectory converted to a very comfortable place to stay. We took a walk through the village, which is divided by a ford. It was nice to see 4x4s splashing their way around the area rather than clogging up the roads on school runs in the suburbs.

The Slaughters are close to Bourton-on-the-Water – one of the most-visited towns in the Cotswolds. Bourton's water is the River Windrush which flows in a narrow stream through the town beneath low stone bridges. Along both sides of the main street are numerous restaurants, antique shops and cottages. Bourton is probably best explored out of season or either early or late in the day, before the coach hordes descend.

Among its many eclectic attractions is Birdland. Here we saw talkative parrots, as well as hornbills and toucans.

Just north of Bourton is Stow-on-the-Wold – another tourist magnet but still worth a visit. The highest of the Cotswolds towns, Stow is famous for its antique shops, with its name meaning "the meeting place on the hill".

The wool connection can be seen by the place names – Sheep Street and Shepherds Way among others.

The threatened rain finally arrived as we drove to Cotswold Farm Park at Guiting Power near Cheltenham. Under umbrellas, we toured the park, seeing one of the country's largest collections of rare breeds of farm animals. Designed for families, the park offers children the chance to touch animals and also lays on fun displays. There was better weather the next day when we headed for Owlpen Manor at Dursley – almost hidden in a valley. The house is small but of great interest. It is believed that Henry VI's Queen, Margaret of Anjou, stayed at Owlpen the night before the 1471 Battle of Tewkesbury where her son Edward was slain and the Yorkists defeated the Lancastrians in the Wars of the Roses.

Needless to say, Margaret's ghost is said to haunt Owlpen. Accommodation is available next to the manor house in what is, as you'd expect from the Cotswolds, a gloriously secluded setting.

Take your pick of pictureque places

Peter Woodman visited the Cotswolds as guest of Gloucestershire Tourism (www.cotswolds.com).
He stayed at Thornbury Castle, just outside Bristol (01454 281182 and www.thornburycastle.co.uk)
Lords of the Manor, near Stow-on-the Wold (01451 820243 and www.lordsofthemanor.com)
Both are members of Cotswolds Finest Hotels (www.cotwoldsfinesthotels.com).
Gloucestershire Tourism publishes The Cotswold Visitor Guide and the more exclusive Cotswold Finest Hotels guides. n B&B accommodation in the area begins at about £45 per person per night.
For more information about holidays in the Cotswolds contact Gloucestershire Tourism inquiries 01452 425673 or email tourism@gloucestershire.gov.uk