Christmas markets can be found in many places, but the most important and beautiful are place Broglie and place de la Cathédrale, although they are crowded. They are the best places to drink hot wine vin chaud and to eat Christmas cookies Brädeles.
Even when there are no special events on in Strasbourg, walking around the old town is a very nice way to pass a day. And there are lots of good cafes to stop and rest in as you make your tour.
