Great shopping so take your credit cards. It gets very, very busy.
I particularly liked watching the dressage and the trot up after the cross country, the atmosphere is electric and it is fun to see the top names with their horses close to.
Nice to sit on the grass and watch the dressage warm up area.
Walk the course, it is awesome, the water jumps are good, the avenue of stars (not sure what it is actually called) is really interesting, plaques to all those who have won Burghley going right back down the decades.
I think the Huntsman's Leap was the most terrifying fence I ever saw, you could almost stand a horse nose to bum in the ditch between the take off rail and the brush fence. Yet it jumped really well.
If you are taking dogs and it is hot, there is a brilliant stream and trough on the car park side of the river which feeds the water complex near the main entrance. Mine used to just go in and lie down!
wear you comfiest shoes. take clothes for every possible variation of weather!
there are loads of food stands (mostly down the bottom of the hill below the tradestands), Sunday's the only day you can walk up to all the xc fences and get a real idea of their size, so it's a good day to go. You can get some bargains at the tradestands too!
have a great time.