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Melbourne sightseeing takes you to some of the must-see attractions such as St. Paul’s Cathedral and Parliament House. One of the must do things in Melbourne is to visit Queen Victoria Market which is more than a century old and has a wide array of local and imported gourmet foods. See a different aspect of Melbourne as you cruise along the River Yarra or head to the nearby Mornington Peninsula to have your fill of beaches and vineyards which can be found here. One of the things to do in Melbourne is to enjoy a hot dip in the Peninsula Hot Springs.