Near the Tibetan government in exile, with a small but interesting museum.
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TIPA
Stage performances of traditional Tibetan dance, music, and theatre. The shows are not only infrequently performed.
Small but interesting museum on the history of Tibet and its people.
This is the largest Tibetan temple outside Tibet, and it has a large meditation hall containing some beautiful statues and thangkas, as well as a Kalachakra temple with beautiful murals. It is the monastery of the Dalai Lama, and is just in front of his residence. It also contains the largest Tibetan prayer wheel of about 2 m height—spin it!
It's a nice picturesque cathedral in the middle of greenery. 1 km from McLeod Ganj. Auto-rickshaw costs ₹70 as of May 2019. There is no auto stand near the cathedral, so it's a bit tough to get an auto back. If possible, ask the auto driver to wait and then take the same auto to other spots.
Has many waterfalls, an ancient temple, numerous slate quarries and a fresh water spring. An easy walk down Bhagsu Rd through the village of the same name, then 1 km up to the waterfall itself. The trail up to the waterfall is stone most of the way and has fencing along steep sections. There are several vendors selling snacks and drinks at the base of the falls. Be careful if you decide to take a bath in the upper pools of the waterfall, as there may be shards of glass in the water, possibly thrown there by the villagers to prevent "indecent" behaviour by Westerners at night.
You can also start your walk in Upper Bhagsu, where a second trail remains pretty much at the same altitude towards the waterfall. When you reach the waterfall, a little further up there is Shiva Café, which has a nice little private pool filled with refreshing mountain water and a comfortable picnic area.