Westcountry

Jane Furnival, who writes a weekly shopping column in the Daily Telegraph, looks at what Cheltenham has to offer the shopper.

"I was looking for a pair of sensible walking shoes when I bought a pair of cherry-red satin dance shoes. As any ardent shopper will understand, they called to my soul from their shelf at a rather special shoe-shop called Feet Inc in Cheltenham. When I saw they were reduced in a sale, I was a lost woman. I confess, I bought a second pair in gold.

Although it was one of those 'why did I just do that?' kind of buys, I am pleased. Because back home in London, amid the everyday dross of children's school trousers to be patched and tax returns filed, my shoes remind me of the fun to be found in the Regency pleasure-dome that is Cheltenham.

Like Dorothy in The Wizard of Oz, I only have to slip my red shoes on to be wafted to a town which embodies the spirit of a romantic, Regency world: of wigged women and Whig politics, masked revellers in black velvet and ladies in white muslin sipping the spa waters at the Pittville Pump Room.

You, too, will get the best out of Cheltenham if you forget modern life and slip back in time into a Georgian mindset. Forget your car and stroll around the town for a few days. Wearing dancing shoes is optional.

The first surprise is that this pretty Cotswold centre doesn't have just one High Street into which all the shops, and crowds, are crammed. It retains its Georgian layout, with streets arranged in walkable-between areas and arcades, each with an individual flavour and lots of small, unusual shops.

Generally, the Suffolks are best for antiques, Montpellier for anything modern, cool and trendy, the Promenade for major shop names like Laura Ashley, the Regent Arcade for big stores and designer bargains, and the Beechwood Shopping Centre for interesting one-offs like the Staffordshire Pottery or Legends, a hot-fashion surfers' store. (Don't ask me why. Cheltenham is nowhere near the sea, but the kids all love the clothes.)

Don't start shopping too early. The town keeps aristocratic hours, mostly waking around ten in the morning. I had time for a traditional English cooked breakfast at my pretty Georgian House bed and breakfast, then stroll along the streets admiring the terraces of Regency houses the colour of buttered popcorn, their gardens jostling with flowers.

Before looking for antiques, it is worth dropping into the Cheltenham Art Gallery and Museum to gain some knowledge of the local speciality, Arts and Crafts movement furniture. In the late 1800s, the nearby Cotswold town, Chipping Campden, housed a Guild of artist-craftsmen whose work was inspired by William Morris and the style has percolated into the region. Among the displays, I particularly admire an exquisite piano, made by Charles Ashbee as a wedding present for his wife Janet. It took him two years to complete in 1900. You'll also find the Art Gallery sells modern art from its exhibitions.

Back on the street, the shops are opening. Once you are interested in buying an antique, 'What's your best price?' is the phrase to use to dealers. This signals serious negotiation. If you can agree a figure, you will be expected to follow through by buying your love-object. You'll find dealers helpful if you want to ship things anywhere in the world.

At the Triton Gallery, Madonna has been seen shopping. A huge three-tier Gothic chandelier caught my eye there. Best price? £9500. Maybe when I write my best-seller... So on I strolled, to the neighbouring Cheltenham Antiques Centre, a hotchpotch of small independent dealers selling anything you can name and some mysterious things you can't. I consoled myself by spending £2.50 on a copy of Mrs Beeton and £15 on an Edwardian roast beef serving-plate with cherubs printed on it. For a total immersion in antiques, check out the dates of huge antiques fairs at Cheltenham Racecourse, where traders from all over the region gather.

Cheltenham has sparkled with fun, fashion and frivolity since it shot to fame in 1788. That was the year when King George III heard about a health-giving mineral water spring there and came to drink the waters, hoping to cure the condition so poignantly chronicled in the movie The Madness of King George. He was followed, in time, by everyone from Lord Byron to Bob Hope, from Jane Austen to Princess Victoria, who visited before she became Queen.

Browse the shops along Montpellier Arcade. Parties are never far from the town's mind. Frere Jacques Patisserie makes magnificent grand cakes and also sells decorative keepsake cake-boxes that look realistically like the cakes themselves, to give to guests or send to relations. History is never far away. As you swoop into a deli to sample some olives, the Caryatids - extraordinary statues of ladies who seem to hold up each shop-front like temple guards - will look upon you serenely. Since 1840, they've smiled on shoppers including Charles Dickens and Sir Arthur Conan-Doyle, creator of Sherlock Holmes. A local game is to sip a capuccino at a bar and work out the subtle differences between each Caryatid.

If you are looking for interesting modern furniture and artefacts, drop in on Cachal in the Suffolks to admire the extraordinary mosaic table with a water-fountain built into the centre, hand-made to order.

Before I felt too tempted, I retired for lunch in one of the country's most unusual restaurants. 'My parents did their courting at The Daffodil,' a Cheltenham-based friend told me. 'You must look it up.' In the 1930s, this was an art deco gem of a cinema. The stunning silver decor and black and white tiles remain. But where once Dietrich pouted and Fairbanks flirted on the screen, is a raised kitchen where monkishly black-capped chefs produce delicious modern European food from hot smoking pans. The tiered cinema seats have been replaced with tables where diners can watch. Upstairs, you can sit in the bar - formerly the projectionist's suite - for a drink or a coffee all day.

Some of your shopping discoveries will win a permanent place in your address book because they will mail you obscure, hard-to-find, items. I loved Sia, an elegant shop with the most up-to-the-minute tableware and a basement packed with lifelike faux flowers and vine or holly swags, perfect for Christmas and celebrations. Cheltenham Kitchener is another find: a kitchen equipment store with a vast stock of everything you always wanted but never knew where to get. The helpful staff still sit in the Victorian clerk's office where you pay.

Children are not neglected. Take them to see the fish clock high in the Regent Arcade Shopping Centre, which chimes and blows bubbles every thirty minutes. Once a Tree, in The Courtyard shopping centre off Montpellier Street, sells hand-made wooden toys. Girls big and small will love the Faerie Shop, for, among other things, fairy-wings that are perennially popular for tinies and incidentally, also the height of teenage club fashion.

Take a break for civilised afternoon tea at the colonnaded Queen's Hotel, modelled on Rome's Temple of Jupiter in 1838. Crowned heads who have stayed there include Prince Louis Jerome Napoleon and the Rajah of Sarawak. Attached to the Hotel, superchef Raymond Blanc's award-winning Le Petit Blanc brasserie is a must for a special meal at extremely reasonable prices. On the night I went, the legendary chef himself was cooking and toured the tables, wishing me 'Bon appetit'.

Be warned: this is a late-night-lover's town. It fizzes like champagne. You'll find the restaurants filled into the small hours of next morning. Every time I passed the Dionysos Greek Restaurant, I automatically ducked at the door, expecting plates to sail out, so much bonhomie and music was being generated among the diners.

On my way to bed, I spotted bewinged creatures flitting around town. Not bats. Nor does Cheltenham have fairies at the bottom of its well-manicured gardens. These were students, perhaps from the grand Gothic Cheltenham College in the middle of town, wearing those fashionable fairy wings, in true Cheltenham tradition, on their way to - what else? - parties."

Shopping in Cheltenham: My recommendations:

Feet Inc, 74 The Promenade. 01242 573275. Modern shoe shop sells stuff that I have never seen elsewhere.

Cheltenham Kitchener Traditional Cookshop, 4 Queens Circus. 01242 235688. Aladdin's cave of kitchen equipment.

TK Maxx, Regent Arcade Shopping Centre. 01242 5134848. Bargain-hunter's mecca for discount designer clothes and homeware.

Frere Jacques Patisserie, 11 Montpellier Arcade. 01242 250402. What the sugarplum fairy ordered for party cakes and boxes from £75 per layer.

Blue, 2 Queens Circus. 01242 571901. Unusual women's designer clothes, bags and jewellery including funky stuff for larger sizes without making a point of it. Helpful and fun.

Sandra Dee Lingerie, Montpellier Street. 01242 238426. Desirably naughty underwear.

Sia, The Shop. 7 Montpellier Avenue. 01242 262442. Modern china and faux flower-lover's paradise.

Cologne & Cotton, 8 Montpellier Arcade. 01242 528184. Stock up on top quality bedlinen, lavender ironing water and French cologne.

Little Things, Beechwood Shopping Centre, High Street. 01242 254700. Old-fashioned toy shop.

Edward Cox, Goldsmith. The Jewellery Workshop, Suffolk Parade, Montpellier. 01242 577573. Modern rings from £50; unusual hand-made rings to order.

Cheltenham Antiques Centre, 50 Suffolk Road. 01242 573556.