One of your first stops should be Musee des Premiers Habitants de lEurope. Here, you'll be able to orient yourself and pick up some great ideas before you start exploring.
To explore this tourist information center, make tracks to Tautavel. You'll find loads of other things to see and do in this area, like Chateau d'Aguilar, Mas Amiel, and Museum of Tautavel European Center of Prehistory.