The Duncansby Stacks are the best sight near John o'Groats: tall sea stacks rising below the cliffs, with seabirds wheeling around them in season and waves working constantly at the rock. They are dramatic without needing any myth attached.
You can walk from John o'Groats Harbour to the stacks and back, or drive to Duncansby Head and follow the short cliff path. Either way, give the weather respect.