While in the Orkneys, visit Skara Brae, the Ring of Brogar, Maes Howe, and many more neolithic sites. These are well worth the time, and take your imagination with you. I would also suggest packing a picnic lunch and visiting Yesnaby, as the coastline is so spectacular. There are also golf courses in Stromness and Kirkwall that may be a bit rough by many people's standards but were fun to play nonetheless. The Italian Chapel and St. Magnus Cathedral are also worth a look. When you are done exploring the islands, head south along the West coast and take some detours from the main route--I have experienced nothing like it.
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