So far I have had the privelege of being able to visit two pilgrimage sites. Knock, Ireland, the site of a Marian apparition was very moving because of an incident that happened there that was intended just for me. (Sorry, it is a personal thing I don't feel comfortable sharing, and it most likely wouldn't mean anything to anyone else anyhow.) It is a beautiful spot, and very peaceful to the soul, knowing Our Lady was there.
But my husband and I were blown away with our pilgrimage to the Vatican! We had a week to spend in Rome, and intended to spend 2-3 days at the Vatican, and then "do" the ancient sites in Rome. Well, St. Peter's just drew us in....every time we would start out the day going to go see this site or that, we wound up walking to St. Peter's.