I actually highly recommend visiting the JKF Museum in Dallas (which is at the location he was shot). It was an interesting experience. It was cool to compare the pictures of the location with the present day. A lot of it is exactly the same except with thicker foliage.
My favorite part is watching the people try to go have their picture standing on the X, not realizing that the second that light turns green, there are going to be 3 lanes of traffic barreling right towards them.