go to the Mutter Museum, it's very close to downtown and is run by the local College of Physicians & Surgeons. They have quite an assortment of historical medical oddities, things floating in brine and plaster casts of the original three ball jugglers and siamese twins, Chang & Eng. C & E apparently married sisters and between them sired many offspring - it's cheap and a great diversion. You absolutely must go to the Rodin museum, they have some great pieces - admission by donation and it's been deserted every time I go there (every 2 years). Everybody seems to skip this to go do the Rocky run up the steps at the Philly Museum which is right around the corner - the Rodin is vastly superior unless there's a touring show that rocks - and depending where your tastes in art run.
Jim posted a link to the burning town outside of Philly a few years ago when I first started going there, it may be in the archives but I doubt it - I'm still determined to get there next trip.
The White Dog bar/cafe next to UPenn is a good hang for baiting students about not protesting anything, but that's not for everyone.
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