If you're doing Stonehenge, you must visit Avebury. Approximately 23 miles north, and has a whole village inside the stone circles (and a pub).
While in Wiltshire, Lacock Abbey isn't that far away (home of Fox Talbot), then on to Bradford-on-Avon. For a good mix of Roman and Regency architecture, Bath is a short hop further west - The water there isn't to everyone's taste