The Harpers Ferry National Historical Park covers most of what there is to see, and the historic district is compact enough to walk in half a day. John Brown's Fort and Jefferson Rock are the two sites most people prioritize. Storer College on the heights above is worth including for its civil rights history.
For walkers and cyclists, Maryland Heights across the Potomac offers the best panoramic views of the confluence and is the most rewarding physical exertion in the area. The Appalachian Trail passes through the lower town, making Harpers Ferry a popular overnight stop for AT through-hikers — it marks roughly the midpoint of the trail.
The C&O Canal towpath, which runs along the Potomac from Washington DC to Cumberland Maryland, passes right through here. Cyclists doing the full 300-kilometer towpath route (one of the best multi-day cycling routes in the eastern US) pass through Harpers Ferry. The restored canal locks near the town make for a pleasant short walk.