Winchester is a pretty city, about 12 miles North of Southampton and about 1.5 hours drive from Weymouth. We chose to visit Winchester Cathedral on the first day of the Christmas Market (26th November). According to Wikipedia, Winchester has a history dating back to the Iron Age, later Roman (Fort Venta), then laying foundations for the first Cathedral around 660 ad (Wintan-Ceastre).
Around Winchester Cathedral is a large “close” district, mainly lawned, with a few benches and a couple of statues, plus a refectory and shop. Outside the refectory is a memorial to William Walker (born William Robert Bellenie, 1869) who performed enormous labours as a diver, to emplace cement and stone underpinnings via hundreds of pits in total darkness, to support the Cathedral against subsidence in the peaty subsoil.
Around the East and South sides of Winchester Cathedral on the day of our visit, was a Christmas Market, said to be one of the largest in Europe (although we think Salzburg is bigger and more interesting!) There were about 300 stalls, selling all manner of goods, with a very welcoming Mulled Wine and Doughnuts stand at the entrance. There was a large skating rink and a large crafts area. The town itself is compact but houses a number of fine eateries and many independent shops to tickle the wallet. Driving is not much further than Swanage or Purbeck. Salisbury Cathedral is just a short drive also.