The Devil's Tower
WY-110, Devils Tower,
WY 82714, United States
Cost: Free in winter (probably just let you in as no one else is there!) - $10 per car
How to get there: It's fairly isolated near Sundance Wyoming, so a car or local tour company is pretty much the only way to go. Unless you're keen on hitch hiking in the most sparsely populated state in the USA.
Highlights: Prairie Dogs which in habit the area are very cute and make weird little noises
Must do: Go up to the base of the tower and look at the formations
Cue the creepy music and start making sculptures from your mashed potatoes, this thing really is weird and unlike nothing I've ever seen before. I id originally want to visit it because of the Close Encounter's movies I'd seen as a kid, but when you get there, there is a bit more to it. There are old native American stories on how it was formed and it is part of a larger park complex.
The thing does just kind of appear over the horizon, and it isn't part of a mountain range and there aren't other smaller ones around it. It's just there. Sticking up out of the plains. All on it's own. Leaving you with the feeling a space ship is about to swoop down, beam you up and probe you! All in all a cool experience and one I would (and did) actually go out of the way for.