Hadrian's wall is one of the great monuments to the Roman empire; the string of Roman forts which cut across the lonely border hills make a grim contrast to the Villa's and Baths of Southern Britain and a reminder of the force that lay behind the Roman Empire.
However the remains are not limited to the Hadrian's wall itself, there are still the remains of outpost forts to the North of the wall as well as those guarding the country to the South of the Wall. Some of these, although not so visited or developed can be every bit as dramatic as the forts on the Wall itself.
For those with only a limited time the most dramatic and atmospheric part of Hadran's Wall is undoubtedly the central section around Housesteads where the wall lies atop of high crags. The nearby fort of Vindolanda also has the most interesting finds and in the summer you can often watch archaeologists at work.
While the wall itself the rest of the site have varying opening times, generally many of them may only be open at weekends in the winter (some properties may even be closed all week), although the museums at Carlisle and Newcastle stay open throughout the year. So if you are visiting during the winter then check times first.
Although walking the Wall is free and the Great North museum in Newcastle is also free, most of the Roman forts (in particular ones with any tourist facilities) charge an entrance fee. English Heritage, the Vindolanda trust and Newcastle council all own different sites, which mean that an English Heritage membership will not get you in free to all the sites, but it might still be worth considering especially if you are planning to visit many of the English Heritage sites in the region.
Of Hadrian's Wall itself the best parts are really between Chesters and Birdoswald. The stone from the wall was often robbed to make farmhouses and other buildings and in the aftermath of the Jacobite rebellion the military road was built between Newcastle and Carlisle. The road was built so that the army could cross the country quickly and was built along the line of Hadrian's wall and in many places actually on top of the Wall itself, destroying it in many paces.
One Roman site that should definitely be om your list is Vindolanda, lying just a mile or two south of the wall. At Vindolanda there there are often ongoing archaeological excavations to watch, you might even be lucky enough to see items being excavated in front of you. The museum displays some of the famous Vindolanda tablets graphically showing glimpses of life in Roman times. The museum also contains wooden and leather items in an amazing state of preservation due to the anaerobic conditions of the ground. Other sites are the Roman town and supply base at Corbridge and the fort at South Shields with its unique reconstructions of a fort gate and buildings.
About 20 miles north of Corbridge you can see the outpost fort of High Rochester along with the Brigantium archaeological reconstruction centre. This gives you the chance to see life from the other side, with a reconstruction of a fortified British farmstead from the Roman period. Further north from High Rochester in the midst of the Cheviots hills are the some very good remains of Roman marching forts.
Further afield are a number of other Roman sites including the small Roman settlement and fort at Piercebridge (along the A1) and Hardknot fort in the lake district. Hardknot in the midst of the Lake District is one of the best preserved and most dramatically sited of any Roman fort in Britain.
As well the Roman sites there are a number of good museums in the area including the Great North Museum in Newcastle and the Tullie House museum in Carlisle. The museums house many artefacts recovered from sites along the wall including a large array of alters. The Great North Museum also has a reconstruction of the Mithraeum from Carrawburgh.
Many of the sites organise events during the summer, including visits from Roman re-enactment societies. These take great care to ensure the authenticity of their armour and equipment, and there members are always happy to talk to people and are a great source of knowledge. Some of the displays feature firing reconstructed Roman artillery pieces and cavalry displays. As well as the Roman displays there are also some on the Border Reivers and others who cover the Medieval era.
Finally if you are walking the Wall keep an eye out for reused Roman stone, until the start of the 19th century the Wall and the Roman forts were used as a good source of stone by the locals, so when passing old houses and churches keep an eye out. The church at Corbridge has an entire Roman arch and Hexham abbey's crypt is full of the stuff, while elsewhere you may be able to spot a Roman alter or maybe a part of a column.