Koudougou is best approached as a cultural day rather than a checklist. Start with the Central Market, then head to Issouka for Rayimi Museum and the royal palace area if access is possible. The city also has a small but real architecture trail, from the market's compressed-earth stalls to newer school buildings by Francis Kéré.
If you happen to be here during Nuits Atypiques de Koudougou, the city changes character. The festival brings music, dance, exhibitions, and evening crowds, and it is the one time Koudougou feels like a destination in its own right rather than a side trip from Ouagadougou.