Recently redeveloped into an updated historical area, High Falls is an area around the largest of 3 waterfalls in Rochester. Perched up above the gorge and lined with cobblestone streets and the remnants of former mill buildings, it's now an area populated by restaurants, clubs, etc. There's a great bridge which you can walk out on year round that crosses the gorge, and offers great views of the waterfall and downtown. A laser/light show using the falls as an outdoor screen has been added, playing at night and telling a story of the history of the area.
The Center at High Falls offers interactive exhibits and more about the history of this area and the significance of the falls. It's best to just park here once and walk around the area. Empire Brewery and Triphammer Grill are great restaurants nearby.