IT might not be exactly luxurious, but as far as prisons go, it is pretty cosy, with no locks on the doors and plenty of opportunities for fraternising with the other inmates and daubing self portraits on every available wall.

But, then, this jail in Heidelberg is no ordinary slammer. No common crooks ever occupied its cells or scratched their names on its venerable walls, for this was built for an altogether better class of rogue.

“This is a prison just for Students," says local historian, and city guide, Susanne Fiek. “And they were all very rich, noble and privileged.

“They were locked up here for drinking too much, causing trouble and being unruly.”

Doing, pretty much, what students still do today, then. And while the Old University of Heidelberg stopped banging-up rowdy young toffs a century ago, I suspect the idea might still find support today; perhaps even closer to home.

The Studenkarzer (Students’ Prison) is only one of the unique attractions, of the charmingly old-fashioned, city of Heidelberg, which hugs the River Neckar, as it races through the steep, forested hills of the Odenwald.

As the country’s historic seat of learning, Heidelberg is, in many ways, a Germanic version of Oxford. And the similarities are obvious – from the historic colleges and libraries to the bustling bars and swarms of bicycles.

But it also feels tantalisingly exotic - especially when winter falls and the whole city is blanketed under crisp snow.

This is the Germany of the imagination, the land of gothic turrets, cobbled squares, ancient inns and beer cellars, secret student fraternities and duelling societies.

The whole place is surrounded by the kind of impenetrable woods which, in all probability, still harbour the wicked witches, gingerbread cottages and devious cross-dressing wolves of Grimm’s eerie fairy tales.

And above it all sits the impossibly picturesque semi-ruined castle, the ramparts of which look down on the city and, from the first weekend of Advent, the twinkling lights of its Christmas markets.

Like all German cities, Heidelberg is proud of its festive markets, but few towns can touch it for cosy, traditional charm. Every square has its own market, each attracting a different crowd, but all offering that engaging mix of hand-crafted toys, ornaments and decorations, sumptuous sausages and steaming vats of mulled wine, all in the shadow of the elegant Christmas tree.

For the sweet-toothed, it is nirvana; a feast of gingerbread, stollen cake, toasted almonds, toffee apples and a few surprises. One stall does a roaring trade selling what appear to be rusty tools, screws, nuts and bolts. It’s only on very close inspection, that you notice the dusty washers and spanners are actually made of chocolate... but the kind of precision chocs only the Germans could make. It’s hard to believe they’re made of cocoa solids and not old iron.

Rivalling Heidelberg as a perfect spot in which to get into the Christmas spirit is the even more beautifully-located city of Freiburg, capital of the Scharzwald – the Black Forest.

A super-fast train ride away by sleek Inter City Express (ICE), this half-timbered gem, close to the Swiss and French borders, prides itself as Germany’s Green City. And it lives up to its reputation. The forest doesn’t just lap at its edge, the wooded hillsides tumble right into the city centre – sheer mountainsides providing a backdrop to the intricate, crooked houses, 16th century Merchants Hall, and lovely buildings of the Old Town – many of them, painstakingly and impeccably reconstructed after wartime devastation. If only our bombed-out cities had fared as well.

Crowning the whole lot, and rising out of the winter mist, is the gothic cathedral, with its intricate 116-metre spire, which has been described as the most beautiful on Earth. Quite a claim.

Behind rises Schauinsland, one of the Black Forest’s most famous peaks, the summit of which offers views, if the snow and mountain cloud allow, along the Rhine valley and over to the blue crests of the French Vosges.

Hardy trekkers tackle its slopes by foot. But there is an easier option: catch the cable car, Germany’s longest, which whisks nature-lovers from the city to a pristine winter wonderland.

The stalls, shops and cafes reflect the city’s role as capital of the forest. with cuckoo clocks (yes, they are originally from here, not Swiss at all) nuts, wood carvings and, to the delight of any chocoholic, the area’s best-known export: the Black Forest gateaux, a true fantasy of oozing cream, cherries, chocolate and rich sponge.

On busy nights the markets take on a magical quality as musicians and choirs perform for crowds of locals, for whom the markets are a high point of the social year – a chance to meet up with family and friends, enjoy fairground rides and, of course, drink beer and hot gluhwein and munch grilled bratwurst and mustard.

A different experience awaits visitors to another of Southern Germany's historic highlights, the spa city of Wiesbaden.

If your image of old Germany is of medieval lanes and delicate churches, this ‘belle epoque’ treasure will knock your socks off. Based around 26 hot springs, the Hessian state capital is a stately city of art nouveau architecture, palaces, formal gardens, spires, domes, tree-lined avenues, and large public squares which play host to their own Christmas markets. And a suitably classy affair they are too, though just as much fun.

The city is also home to the outrageously grand Kurhaus and casino, which once attracted Europe’s rich and famous (a parlour here is still dedicated to Russian writer Fyodor Dostoevsky). The influence of all that old money lives on in its mansions, equestrian events, top-notch hotels and restaurants, and exclusive shops.

But Germany is not given to standing on ceremony, and all this poshness and glamour only serves as a backdrop to those great German passions – eating and drinking outdoors, whatever the weather. And come sun or snow, nowhere does it better.

HOW TO GET THERE:

* THREE CENTRE HOLIDAY

Dertour offers this two night/ three centre Christmas market holiday, from £439 per person, based on two people sharing. Prices include return flights between Gatwick and Basel, plus rail transfers between Freiburg, Heidelberg and Wiesbaden and one night’s accommodation in the Central Hotel in Freiburg and the HIP Hotel in Heidelberg on a bed and breakfast basis.

*EXPLORE JUST ONE CITY

IF you would rather spend longer in each of the cities, single centre breaks are available: Freiburg: Two nights 4* hotel, flights from London to Basel return, and rail transfer, from £339 per person. Heidelberg: Two nights 4* hotel, flights from London to Frankfurt return, and rail transfer, from £349 per person. Wiesbaden: Two nights 4* hotel, flights from London to Frankfurt return, and rail transfer, from £319 per person. Frankfurt: two nights 4* hotel, and flights from London to Frankfurt return, from £269 per person. Call Dertour on 0207 290 1111 or email www.dertour.co.uk