Canadian Club has a distillery just East of downtown Windsor that does tours and has pretty cool grounds.
Other than that, I've visited Windsor throughout my life having grown up in metro Detroit...I'd say to come across the river. It's warm and the city's nice right now. Catch a Tigers game (maybe they'll even win!), eat in Greektown/Mexican Village, drink at Two James (Detroit's first distillery in city limits since prohibition), and with the World Cup coming up there are some nice old bars to watch games at. Also, the Detroit Institute of Art has a surprisingly good collection and you should check it out before those bastards figure out what they're going to do with it. There's also a Detroit Film Theater inside of a new wing that shows some great movies and is a beautiful theater (think opera theater more than movie).