Blenheim Palace is one of England's great stately homes, a vast Baroque palace at Woodstock set in landscaped grounds by Capability Brown. It is also tied closely to Winston Churchill, who was born here and is buried nearby in Bladon.
The house, formal gardens, parkland, and Churchill connections make this a full day trip rather than a quick detour. From Oxford it is close enough to be easy, but large enough that you should give it time.