Been there a bunch of times, mostly when I was a kid with the parents, but a couple times with girlfriends.
The mist or whatever its called.......basically you walk under the falls is pretty cool, but not worth the money if you ask me. The ferry boat ride is fun if you like to get wet and don't recommend it during winter months, matter of fact they might close it when it is too cold IIRC.
The wax museum is cool and a lot of the shops are fun to visit if you want to spend some money. I used to do most my shopping at the duty free store when leaving.
Don't forget to hit up the Casino's. That is where I went a lot of the time when I was old enough. Spent quite a bit of money over there.
I haven't been there since you have to have a passport to cross. //content.invisioncic.com/y282845/emoticons/frown.gif.a3531fa0534503350665a1e957861287.gif