10 Things You Shouldn't Do in Los Angeles. The list is OK and there are few things you should avoid, like the wax museum. Most of the locals aren't in these places anyway. If you have you heart set at going to Santa Monica pier, by all means go. To me, it's like saying the line is long for the Eiffel Tower, so go over to the Arc de Triumph and see the view from there. What? If you have traveled all the way to LA, get in the cue and fulfill your bucket list dreams.