When in Grant Park, make sure to stop by the Buckingham Fountain. You can't miss it. The design was inspired by fountains at the Palace of Versailles in France, only this one is twice the size of the original. The best time to visit is at dusk. Every hour on the hour, the fountain puts on a performance featuring light and music. The daytime show is pretty impressive as well and features the center jet on the fountain shooting a stream of water 150 feet into the air.
