Well, Winchester isn't very large - around the traffic circle, and south to the river is a redeveloped area. Wedge pond might be interesting, but access is a little difficult except on NE end by road.
From traffic circle take Mt Vernon St to S. Border Rd (Mystic Valley Parkway) - main road between I-93 and Winchester. It is is Snow Route if i remember correctly. Several pull outs/parks/pnds. If you drive, be careful where you park because of snow plows.
There is a commuter rail station at the traffic circle. Don't remember the schedules but search for MBTA. It will take you all the way to North Station (central Boston). Take the T from there. The T is a good way to get around Boston if you don't want to try to find $$ parking.
The area around Thompson Square / Bunker Hill, Cambridge ( MIT and Harvard campuses), Charles River, and old Boston might be interesting.
If you like more historical scenic stuff, there is an old reconstructed water powered colonial iron works - Saugus Iron works that is at Saugus off US Hwy 1 just to the NE of Winchester.