Driving anywhere in the world is probably my favourite thing to do while on vacation. Spend a few days in the city, then grab a rental car and start driving. You can take the smaller roads, stop at random villages for coffee, stop by the side of the road next to a fruit tree, an overlook, a plaque or just some scenery you like. There's a dizzying array of things you can see and do which are completely inaccessible to users of mass transit.

The vastness of North America certainly has it's own charm and driving the vast distances can put you in a very relaxed, calm, meditative state, which is very different than say, slowly winding your way through the narrow dirt roads Costa Rica's Nicoya Peninsula. But they're both great and a great way to really understand a place.