Your first stop should be the Norman cathedral, just a 10-minute walk from Peterborough station. Its breath-taking grounds and stunning architecture would be the jewel in the crown of any international city, and it's also home to the tomb of Catherine of Aragon, one of Henry VIII's wives.
Afterwards, stick with the history theme and head to the nearby Peterborough Museum for an insight into the city's history. Peterborough is also a thriving modern shopping centre - go to the Queensgate Shopping Centre for big-name shops, and the Peterborough Garden Park for smaller independent stores.
The historic City Market is also worth a peek, with loads of bargains and fresh local produce. In the afternoon, relax with a walk along the River Nene, whose riverside pubs and barge restaurants offer pleasant views of weeping willows and passing narrowboats. On the north bank of the river you'll find the 16th-century Customs House, the city's second-oldest building after the cathedral, and beside it the Embankment Park, a large green space that's home to the Key Theatre.
Over on the south bank, check out the Railworld museum, one of the town's lesser-known attractions. It has a vast collection of indoor and outdoor model railways, as well as full size steam trains.