Lyon has two gorgeous Roman amphitheaters so well preserved (and restored) that they use them for shows today. But you can also wander around them on your own during the daytime.
Those feats of Roman engineering will never come close, however, to the joy of finding bugs. We spent ten minutes on the theater and over an hour on the bugs. Happily, there are still lots of loose stones around the edge of the amphitheaters (some of them still with the marks left by the ancient tools that formed them!) for those bugs to hide in.