The western wall
Actually, the Wall is NOT the holiest place for jew... Its what behind it, on (and in) the table mount, where the Temple used to be. However, jews are forbidden to enter the mount until the temple will be rebuilt - and the Wall is as close as they can get.
When a jew comes the Wall, he should put his brow on his left arm, and touch the wall with his right, and prey, and then traditionally he can put a paper note in one of the many crack between the stones.
Notice the brown strip along the bottom tier and a half of stones, from all the hands touching it through the years.