Wonderful vaishnavas perform parikrama in the Holy places (Album with photos)
Srila Prabhupada: Krishna is dancing - you have seen - similarly, our position is simply dancing with Krishna and being happy. That is our position. But we have to come to this material world to enjoy independently of Krishna. Therefore we have been captured by the illusory energy. Hyderabad, April 23, 1974.
See them here: http://goo.gl/iZxkKQ