Box Canyon has been my favorite nearby destination since I moved here. I love the hike down the canyon and the trail that runs near the waterfall in Box Canyon.
Sometimes the thing that makes a waterfall attraction so attractive isn't the size but the adventure to get there or the ability to interact with the waterfall.
People always say you need to see the Shoshone Falls and the Perrine Bridge. While that is true, there are other great places to visit that nobody mentions.