Along the way, there are plenty of gift shops and women's upmarket clothing stores, but my favs are the workaday ones, like the butcher (who also sells beautiful rare-breeds sheepskins) and the grocery, with his pretty vegetables and, at this time of year, holly, out on display.
If you've been to Wells in years gone by, you'll remember there was a great hump of sand down on the beach. But, after last year's huge storms and floods, that hump has been much reduced and in fact, where once it was a dromedary, it is now a low-lying bactrian camel.
After the customary beach inspection (with the not unrealistic hope of seeing seals), we carried on walking right down to the northern end of the beach to a lonelier, but equally pretty spot, before turning in and making our way back through the pines to town.
The other must-do at this time of year is to be there for the switching on of the Christmas lights. "Watching someone turn on some lights? That's supposed to be fun?" Ah, you haven't seen them then. The great event took place in front of Howell's Delicatessen - worth visiting at any time for its selection of local produce – but on this evening they were selling pulled pork sandwiches and hot hard cider, and giving away sweet mince in filo-pastry twists. A local celeb from a regional BBC program did the honours, going up in a fork-lift type thing and making just the right level of jokes ("Come on folks, make it worth my while – it took me an hour and a half to get here. I was only 5 miles away, but you know what the roads round here are like!") and getting a good roar from the crowd at the appropriate moments. There was, suddenly, a community feel, even for those of us not from this community, and I saw what all the fuss was about.
In case you're tempted by the quaintness of it all – and who wouldn't be? – it's worth knowing that nothing comes cheap: even the beach huts start at £55,000... Still, we can all dream!
Another local must-do is Holkham Hall estate – a vast tract of land, grand Palladian house and even a village where the estate workers live – though some of these buildings have been turned into gift shops and a hotel and pub – still owned by the original Coke family, who established it back in the 1600s.
We took the local bus to Burnham Overy and walked along the estuary here out to the sea.
There is something quite raw and primordial about this landscape that defies the centuries of human occupation. I think it is this, plus the wide open skies and emptiness that make it both so soothing and beautiful. This is a wonderful place to escape the crowds that seem to fill most of the world nowadays.
So, a lovely walk along the windy beach and then back to The Victoria Inn, one of the Holkham estate buildings that is now a hotel and pub/restaurant. Fortunately, they were serving mulled wine and a hearty soup, exactly what's wanted after a bracing stomp along the coast.
There were some nice touches too, like a fabulous painting of an ostrich (a family emblem) outside the loos and, inside them, wallpaper with a repeating pattern of an ostrich with its head in the sand.
I'm including a gratuitous shot of the sunset at Holkham just because it's so pretty.
Finally, if you're visiting the north Norfolk coast between November and the end of January, you'll want to take a seal-watching boat trip from Morston quay to Blakeney Point. There are two outfits who run these. We went with Temples, but there is also Beans Boats. Our guide on the boat knew all about the grey seals that come to breed here for these three months, was happy to answer any questions and, for those of you lucky enough to have a pooch, dogs were more than welcome. In fact, there were even three boat dogs, who came around to the guests and gave everyone a happy sniff and tail wag.
The entire trip takes about an hour and the top tip is: dress WARM. It is really cold out on the water, even if you get a sunny day. So, hat, gloves, windbreaking coat, thermals and a blanket will mean you enjoy it all much more.
I don't need to tell you how cute baby seals are, but it is pretty special to see them nursing and some of the pups we saw had literally only just been born.
Within the estuary the water is very calm, but obviously, once you get round the point, it's a bit wilder and the waves pick up. Our boat went for just a quick look, so that we could see the seals all along the water's edge - quite a sight. Though there are plenty of them within the estuary too.
Afterwards, there's only really one thing to do: get yourself to the nearest pub – in this case, the Anchor Inn – and warm up over a glass of red and something off the gastro menu.