If you are in Winston-Salem, you should go see Old Salem. It is small, but very interesting cut-away of colonial history.

Winston-Salem has some of the best places to get Moravian goods (especially cookies, yum!) plus its worth visiting for the Reynolda House Museum of American Art. Very nice pieces of the pioneering era all the way through to when airbrush was en vogue.

Lots of good down town bars and food.
Great Nightlife. Lots of ways to keep yourself entertained.
There are a lot of very expensive hotels in downtown Winston-Salem. I would suggest staying somewhere along the nearest Interstate.
It is located next to two colleges. A great college town, but well developed.

This is a lovely southern city where things like to move slowly. Don't get frustrated, just enjoy the pace of life there. Once you relax and settle down, you will learn to love it.