Things To Do On The Mississippi Gulf Coast. Looking for fun activities for your Mississippi vacation? Taking a road trip through the charming towns of Biloxi, Gulf Port, Ocean Springs, Pass Christian and more small towns provide plenty of unique experiences! Besides the beautiful beaches, there are water parks, boat trips (crabbing or shrimping experiences!), fun restaurants and places to eat, alligator tours, and more. This comprehensive list will help plan your travel itinerary…