Biloxi Shrimping Trip was voted No. 1 attraction in the state. Go on a shrimping expedition and learn everything you ever wanted to know about catching, cooking, and eating the tasty southern delicacy in authentic Mississippi Gulf Coast style. If you’re not big into casinos, explore the Ship Island. You’ll see the beautiful beach and swimming area with, perhaps, more dolphins than you think. And it’s just a quick boat ride away. There is also a Mardi Gras museum you’ll enjoy visiting, especially because of the elaborate costumes.