I had my first foray into urban exploration recently and I think I've found a new hobby. Urban exploration, for those who aren't familiar, is "the exploration of man-made structures, usually abandoned ruins or not usually seen components of the man-made environment," according to Wikipedia. I headed to Hajmáskér in Hungary with some friends to explore dilapidated buildings that once served as military barracks.
The benefit to urban exploration is you can have an adventure without traveling too far, so if you're short on time or money, exploring buildings close to home is a fun way to escape for a bit. Of course, it's not exactly the same as going on a vacation, but I think exploring abandoned buildings gives a similar sense of escape and adventure as going on an epic vacation (albeit on a smaller scale) does.
If you plan to go on your own urban adventure, look, but don't touch. Try to leave the places you explore as you found them, so others can enjoy them. Being destructive serves no one. Basically, treat the space you explore as you would a national park and you'll be good.