While pilgrimages might not appeal to everyone, they have a long history and should be considered an essential part of anyone's spiritual life.
Christians have gone on pilgrimages since the very beginning of Christianity. Even the Blessed Virgin Mary reportedly followed in her son's footsteps, making a pilgrimage to the places he suffered and died.
Throughout the centuries Christians would make pilgrimages to the Holy Land, but also to other religious sites, such as churches that held a saint's relics or were the place of an apparition.
The Catechism of the Catholic Church highly recommends pilgrimages, explaining their spiritual importance:
Pilgrimages evoke our earthly journey toward heaven and are traditionally very special occasions for renewal in prayer. For pilgrims seeking living water, shrines are special places for living the forms of Christian prayer "in Church."
Unlike members of some other religions, Christians are not required to go to a specific sacred site. This means that Christians can go on a pilgrimage to religious places that are closer to home.
For example, in the United States there are a variety of shrines to visit. Some of these are in big cities, while others are in the middle of nowhere.
The key is to make going on pilgrimage an ordinary part of your spiritual life, making yearly visits to shrines that lift up your heart to God.