Interesting you should say that, as most of the commentary (e.g. the Rambling Man) I've read is about how poor the approach to Winchester is:
"It’s only downside is that some of the signage on the route isn’t brilliant, especially in Winchester which seems to go out of its way to be awkward for walkers (we found the South Downs Way signage in the city to be pretty bad too), but if you’ve got the maps you’ll have no trouble."
That said, your point about not just returning to somewhere you know (although I have been to Winchester on numerous occasions) is a good one...