Cologne has the only surviving Gestapo HQ of any large city (all the others were bombed) - called the ELDE-Haus, it is now a museum/documentation center. Very sombering obviously, but interesting nonetheless - you can see the prisoners' graffiti on the walls in the cells in the basement.

Something more cheery is the Imhoff-Stollwerck chocolate/cocoa museum, which is actually a functioning chocolate factory. Interesting, and right on the river.

Bonn is not too far away, and has a nice cathedral, and some interesting museums. The German-history-after-1945 museum is very nice (and free).

Between Cologne and Bonn there is the town of Bruehl, which hosts Augustusburg castle. Very nice palace with nice gardens (in the summer).

North of Cologne is Duesseldorf, with its thousands of pubs and haute-couture shopping.