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On a hillside in leafy Caucade, within spitting distance of Nice airport, is the last home of poets, princes, and countesses, all of them Russian. These Lobanovs and Romanoffs rest under slabs of marble and in grand dynastic tombs in the shade of a tumbling willow. Some were unwilling exiles, and many others originally came to the Cote D'Azur for a bit of regal recreation, 150 years ago, and never managed to tear themselves away.

We British tend to take the credit for putting the resort of Nice on the map, but it is fair to say that while our very own aristos-with-cash may have made the first big entrance, Russian royalty was not far behind. For much of the 19th century wave upon wave of gentlefolk of both nations descended on the Riviera, sketching, botanising and indulging in soirees musicales, and all for the sake of their health. The coast has developed hugely since then, and sketching and botanising has been replaced by gourmandising and shopping, but it is still easy for a contemporary visitor to appreciate what the gentry found so appealing about Nice.

This is a wonderfully restorative place to be in the dead months of the year, and it is only when you step out of the plane under these bright blue skies, to the scent of mimosa, the sight of fruit-laden orange trees and the sound of water sprinklers still irrigating the grass, do you realise quite how demoralising our northern European weather can be.

But it is not just the uplifting blues and golds that make Nice a great weekend away, because both groups of original settlers have left a legacy of unusual landmarks.

The greatest work of the English was undoubtedly the Promenade des Anglais, one of Europe's most famous roads, which was the brainchild of the Reverend Lewis Way, vicar to the over-wintering gentry. These days that Old Money has melted into the hills and the Promenade has become the haunt of joggers and roller-bladers, Italians and Japanese. Of course we anglais are still very much in evidence too, still heading for hotels with names like Westminster and West End, but we arrive with a new type of horseless carriage with 'easyjet' painted on the side.

In the old days, while the English were busy with the Promenade, the Russians were taking on French mistresses and installing them in glorious belle epoque villas, then salving their consciences by erecting one of the very few Russian cathedrals that exist outside the motherland.

The gleaming, onion-domed Saint Nicholas' Cathedral on boulevard Tsarevitch has to be one of Nice's biggest surprises, surrounded as it is by typically French mid-rise appartment complexes. It was built by the future Tsar Alexander III at the whim of his mother, in the dying throes of imperial Russia. Inside is a wall of richly coloured icons hung with incense burners; outside I watched a couple of genuine Russians waylay the black-robed Rasputin-like figure of the priest. They had a long, animated discussion, but they were definitely not exiled aristocrats - more likely crew from a ship in port - and I suspect their conversation was less about holy matters and more about the successes of Dynamo Kiev.

Within easy walking distance of the cathedral is the hugely imposing former home of an Ukrainian princess - so imposing that it has since become the Fine Arts Museum. Next door to that is the more discreet hotel-museum Chateau des Ollieres, a pink-walled castellated villa built in the shade of whispering pines by Prince Lobanov-Rostowsky, 150 years ago.

Only the villa's guests have changed since Old Money days. The interiors are all original chinoiseries and stained glass, oil paintings, Meissen porcelain, taffeta and silk. A harpist plays in the dining room at night and gives opera lessons behind closed doors by day, and Placido Domingo recently booked the tower suite. Russians still come to stay, says manageress Gail Potfer, and they are still the old-fashioned, French-speaking variety with Old Money; the less welcome nouveau riche tend to congregate in higher-profile new money places like Cannes and Monte Carlo, having first attended charm school in Monaco to learn the appropriate table manners.

Prince Lobanov-Rostowsky returned to Russia to become prime minister, but many of the original emigres never left. With the coming of the Revolution, they simply could not return home, and eventually died in Nice. The Russian cemetery at Caucade is a very peaceful place to end one's days.

As for us, we ended our weekend in Old Nice, the revitalised quarter around the Flower Market in Cours Saleya, which was full of farmers' wives selling herbs, honey and cheese. Painter Henri Matisse had rooms overlooking the market, and you could see where he got his inspiration as the sunlight bounded off ochre walls in these tall, narrow streets.

The old town still has the remains of the old fish market, where gossiping fishmongers have been removing the bones from sardines for so long they no longer need to watch their hands while they do it; it also has a Russian presence in the shape of the Maison Russe, where you can tuck into caviare, blini and borsht. But most people come here for the shopping, in streets of small handmade boutiques which sell everything from candied fruit to soap made from olive oil, and in Old Money places like this the cash never stays in your pocket long enough even to reach middle-age.

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