Everything you need to make the most of your time in the city with our guide to the best things to do in Winnipeg! Here are some of the best things to do in Winnipeg to help you make the most of this captivating city. Walking within its green beauty is one of the best things to do in Winnipeg. 9) Visit The Winnipeg Art GalleryThe Winnipeg Art Gallery has been drawing visitors for years, and it’s about to get a huge make over! 15) Simply Explore Winnipeg’s Awesome StreetsDon’t be fooled by this extensive list – one of the best things to do in Winnipeg is simply walk around its funky streets and alleyways.