Luxembourg is only 60 miles long, border to border, so the whole country is easy to explore. The Ardennes forest, in the north-west, is rugged and craggy, with medieval castles such as the Vianden (www.castle-vianden.lu). The wine region along the banks of the Moselle is lined with mysterious caves and glorious chateaux, and you can take them all in on a boat trip along the river (www.navitours.com).
The village of Ehnen is ancient and higgledy-piggledy, and has a small wine museum. Lovely old Echternacht makes a good day trip, especially during its classical music festival (www.echternachfestival.lu, May-July).