The Colosseum, Rome, Italy
Yes, the lines to get into the Colosseum are impossibly long, but you can get around that by booking tickets a few days in advance online. The structure itself is magnificent, but what's really interesting is the fate of the gladiators that fought in it centuries ago.
Be sure to take an audio tour when you visit, or, if you're feeling adventurous, opt for a night tour that allows for access to the Colosseum's underground area and arena floor.