Exeter's Royal Albert Museum in Queen Street is a fascinating place. You can get information sheets with quizzes and notes for things to look out for. The bonus is that it's FREE to get in! This would be a good half-day activity, leaving the rest of the day to browse around the shops or visit the Underground Passages, the Historic Quay or to walk along the River Exe.
Find out about the history of Seaton at the Axe Valley Heritage Society's display in the Seaton Town Hall, Fore Street, Seaton
All things Ottery St Mary used to be seen at the display at the Salston Manor Hotel. Sadly, the Salston closed in 2007 and the Ottery museum is currently homeless.
Sidmouth Museum, Church Street, Sidmouth gives an excellent overview of this lovely Regency Town. There are some excellent local historians in Sidmouth and you will find all kinds of things to interest you here, particularly the work of Peter Orlando Hutchinson a Sidmouth artist and historian.
The 1811 Fairlynch Museum at Budleigh Salterton is worth a visit. See the Smugglers' Cellar and learn about Budleigh's history from its early beginnings as a salt manufacturer.