Depends on what you're looking for.

Orkney is the most obvious place if you're interested in meso and neolithic sites, such as Skara Brae, Maes Howe, Stenness and Brogar. For brochs, visit Glen Elg - or Shetland if you can be bothered going all that way. Caithness and Sutherland are spoilt for tombs and standing stones. The Isle of Lewis has probably the best stone circle in the UK, at Callanish, and that area is dotted with many circles and single stones. The well preserved Carloway Broch is nearby too. Pictish stuff is all over the north, but Moray and Aberdeenshire have the greatest concentrations of them. Roman stuff, there's not much, but the Gask Frontier between Perth and Stirling represents the first time the Romans stopped advancing in Britain and established a northern limit on their Empire. There are a few forts, but they are just earthworks. The Inverness/Dingwall area has vitrified forts at Craig Phadraig and Knockfarrel that are worth a look, as well as the Clava Cairns, Culloden battlefield, etc... Whatever you're interested in, archaelogically, there's somewhere in the Scottish highlands for you. Further south, Lothian has a few good standing stones and ancient forts.