"I know I brought the directions," I say, indicating left into Braunston. "Don't need them," says my bloke. "It's a windmill - we'll see it, won't we?" Sure enough, here's the church, a row of houses - and there's the windmill. Never seen one in a built-up area before.
The owners, Simon and Sandie Ayriss, meet and greet. They used to live in this 18th-century mill (which no longer has any sails) with their two children, they tell us, so it's been a normal family home - um, apart from the fact that it is about 25m high.
This will keep us fit. We carry our bags up in stages. From the lobby, we ascend to the spacious kitchen/diner. Simon demonstrates how to use the induction hob - "the pan gets hot, not the surface," he says. There's a microwave and conventional oven, cupboards filled with equipment, and a few basics to get us started, plus wine on the table (laid for two - how thoughtful) and beers in the American-style fridge. The back door leads to steps down to our own private hot tub - yippee.
Up another flight is the sitting room - space to spread out here; then a bedroom and two bathrooms; then another bedroom and a loo; and another bedroom. Yes, we're getting dizzy, too.
I half-expected curved furniture, but each floor is subdivided so there are more straight lines than anticipated. I almost forget we're in a conical structure, especially as the walls sport a lively collection of (straight-sided) lithographs and prints by Mackenzie Thorpe and Doug Hyde. Sandie and Simon head off into the night, then it's just us and six flights of stairs.
The menu in the village pub doesn't tempt, so we drive a short distance to the Olde Coach House Inn in Ashby St Ledgers for a palatable pie but Thai-style sea bass with noodles so bland they take it off the bill.
That night, opening a bedroom window to let in some fresh air, I can feel the power of the wind at such a height. The Plough is clearly visible, the stars so close I imagine I can touch them.
"How many loos are there?" asks my bloke, coming down for breakfast next morning. "I haven't visited the same one twice yet."
If the weather was lousy we could spend the day alternating between the steam cabinet and whirlpool bath indoors and the hot tub outside (£10 extra to use). However, it's clear and bright, so like a pair of overgrown kids, we're off to Warwick Castle. It's a theme park with history. Waxworks of previous occupants and their guests bring the centuries to life as we pass from medieval armoury to great hall and murky dungeon. We can walk the ramparts and rolling grounds landscaped by Capability Brown.
Our own historic tower is most often booked by couples, not families, which is surprising considering there is so much for them to do here (although there are photos in the main bathroom which wouldn't look out of place in Nuts). We fail to find anywhere memorable to eat, but plenty in the fish and chips/sausage and mash line, and the kitchen is a pleasure to use.
Braunston is at the junction of the Grand Union and Oxford canals. Blessed with another clear morning, we can easily see the ribbons of water from the top floor. We skip breakfast to slither across a field to the towpath for a peaceful stroll past brightly painted narrow boats until we reach the lockside Admiral Nelson pub and order foamy lattes as a reward.
Best for working off the Christmas food and drink.
• Braunston Mill (01788 890799, holidaylettings.co.uk). Sleeps up to six. From £186 for two nights, double occupancy, to £429 for six people staying four nights. For Christmas activities at Warwick Castle, visit warwick-castle.co.uk.