Is Cave of the Winds worth it?
Yes, it's absolutely worth it, but only if you do the "Hurricane Deck" part and you're okay getting soaked. It's not a cave—that's a tourist myth—but a wooden walkway that takes you right under the Bridal Veil Falls. You get a poncho and special sandals, and you stand a few feet from the crashing water. It's a completely different experience from Maid of the Mist because you're below the falls, feeling the full force of the spray. The ticket is about $24 per adult, and you need to book a timed entry online in advance during peak season.
Skip it if you hate being wet, have mobility issues (lots of stairs), or are just looking for a dry, chill activity. For everyone else, it's the single most intense way to experience the falls up close. The Hurricane Deck is literally like standing in a category 1 storm—you'll be laughing and screaming. Bring a waterproof phone case or a ziplock bag for your phone; the mist will destroy it otherwise. The whole thing takes about 45 minutes to an hour, so it's not a huge time commitment.