I don't know if this counts as 'urban exploration', but a few friends and I used to scale the roofs at our university. Quite a few buildings are connected by walkways, so we would play manhunt or hide and seek around 2-3AM when no one was around. Great fun. Drinking was fun too (stupid of us considering the danger). We used to line the roofs with empty bottles and wait to see how long they stayed up there. They're all still there. :) I miss the roof.