William I endured an even more troublesome arrival in 1068, when for 18 days, Exeter's defenders stubbornly refused to accept that the Norman was a Conqueror. From his encampment beside the ford on the road from London he had plenty of time to survey the fortifications before he waded across the "Long Brooke". Today, wading is optional. But you should certainly circumnavigate the ancient boundary before venturing into the city. The miraculous masonry dives towards the River Exe, then soars to the cap of an ancient volcano.
Yet you could easily remain unaware of the ring of history that resonates around Exeter. Unlike York, the wall here melts surreptitiously into the fabric of the place called Isca Dumnoniorum by its first residents. The Roman wall is disguised variously as a foundation for a pedestrian walkway and a supporting superstructure for sundry council car parks, the modern equivalent of the bushel under which Exeter's light is hidden.
Arrive by that elusive train to Exeter Central, though, and finding the wall is easy. Two minutes from the definitely dull station, and apparently average Queen Street, you ascend to Northernhay - and more than a millennium of history.
The "hay" component of the name is a Saxon term for an enclosure of greenery. Exeter has a handsome handful of these. Even in the dying days of February, each is flickering into life as the first spring flowers meekly emerge.
Northernhay is claimed to be the first public park in Britain, dedicated in 1612. But the term "park" does scant justice to the curvaceous, herbaceous expanse sculpted by Romans, Saxons and Normans.
Each wave of visitors has left its mark on the space - notably the Romans, who in AD200 beefed up the wooden stockade that first protected Exeter with a formidable wall 30ft high and 10ft thick. They conjured the fortification from frozen lava lying virtually beneath their feet, where millions of years ago the gentle terrain was shattered by a mild (this is Devon, after all) eruption. Now it runs like an errant contour through Northernhay.
You see plenty of evidence of the grey, volcanic rock as you climb towards Athelstan's Tower. This turret was actually built by the Normans rather than the Saxon monarch; they generously named it for the king who had reinforced the stone curtain after the Danes breached it around the end of the first millennium. Nowadays, the main purpose of the rough red sandstone tower is to draw the visitor to one of the highest points in the city, from where the sheer good fortune of Exeter becomes clear. In every direction, handsomely graded hills rise from the winter haze.
The Crown Court now occupies the castle grounds, rendering the enclosure out-of-bounds to law-abiding visitors. But the original Norman gate is still in the public domain, and slams its way on to the skyline. The Norman arc above the entrance is topped by two triangle-tipped Saxon windows. Surely some structural mistake, since the Normans succeeded the Saxons? The answer seems to be that this was an early example of cowboy building.
"The Normans employed Saxon workmen to do the work," says Sara, one of the volunteer guides who usher visitors around Exeter in all weathers. "They probably finished it off in the style they were good at, while the Normans weren't looking."
On the scale of outrages perpetrated against Exeter, dodgy Saxon handiwork hardly registers. The main offender was the Luftwaffe, which visited gratuitous horror on the city as part of the so-called Baedeker raids in 1942. Having failed to wipe out military targets in Britain, the German bombers turned their sights on the country's heritage. Exeter was the softest of targets in the (guide) book.
The Fifties followed the Nazis with a salvo of demolition, as you discover when you try to follow the gentle curve of the wall. Parts survived the figurative Nazi jackboot, only to be deemed to be blocking the path of progress and buried unceremoniously beneath Boots the Chemist. All that remains of the wall is a crazed piece of paving on Princesshay. This "hay" is devoid of green. The said princess was Elizabeth, our present Queen, who laid the foundation for Britain's first shopping precinct in 1949. What distinguishes it from retail outrages perpetrated since then is that Princesshay at least tugs its pedestrian forelock in awe at the majesty of Exeter's cathedral.
St Peter's constitutes an exercise in extravagant embellishment. A pair of vast, square Norman towers support a Gothic nave that stretches half-way to Cornwall. Exeter's cathedral enjoyed the same ecclesiastical immunity as St Paul's in London and suffered only superficial damage in the Nazi bombing raids.
Other buildings cower in the face of unreconstructed splendour, crowding into the High Street behind the Cathedral Close. Here, jostling with shoe shops and building societies, you find the Guildhall - pickled wonderfully by centuries of civic worthiness, its time-stained timbers still the venue for city council. Better yet, give Queen Street a second chance. The Royal Albert Memorial Museum is the best sort of municipal folly, built with exotic stone such as Aberdeen granite, imported by the Victorians courtesy of the splendid new railway.
Before heading back to the uncertainties of the present railway age, hunt through the twirling columns of the museum for Consort's Cafe - and a life-sustaining piece of sticky sponge as thick as a Roman wall. Unlike finding a train home, this is truly a piece of cake.