Hmm. I'm not sure how you'd get there, the train doesn't really go through the cotswolds. You could go to Bristol or Bath and take day trips from there, I think there are buses.
I've been to Bourton-on-the-Water (lovely), Upper & Lower Slaughter, Bibury, Stroud and through Cheltenham and Gloucester. You could try this site
for more info. And take lots of pictures, they're really very pretty (they're heavily touristed for a reason.)