👉 Jump to: Best Things | Baths & Spas | Sites & Attractions | Hidden Gems | For Foodies | Nightlife Budapest remains one of my favorite cities in the world, even after nearly a decade of travel to 80+ countries. In the City Park of Budapest, near the Szechenyi thermal baths, you’ll find the fairytale-like Vajdahunyad Castle. 👉 Pro Tip: My favorite spot to eat Langos in Budapest is at Retró Lángos Büfé (which has a location just steps away from the #1 item on this list of what to do in Budapest).