A visit to the immense dam is a worthwhile way to spend an afternoon and evening. The sheer scale of the dam and related works is amazing. At night there is sometimes a laser light show on the face of the dam. There is a visitor center, and occasionally it is possible to walk across the top of the dam and to visit the powerhouses, though with "terrorism" paranoia, that is not as easy as it used to be.
Remember that in summer it gets really hot, especially in the valley below the dam.
The pleasant little town of Coulee Dam is interesting, a planned town built for workers on the dam and a really good example of pre-world War II urban ideas.
Above the city Banks Lake, filled with water pumped from Grand Coulee Dam, has some resorts and the possibility of fishing, swimming and boating. There are are also areas on Lake Roosevelt behind the dam for those activities, but those facilities are some distance from the dam.
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