Definitely visit. Call ahead and schedule it, though. This way, you will get to sit in on a class, talk to people, etc.
Dress business casual. You don't want to look like you rolled off the beach to show up at a school you really want to go to, nor do you want to wear full business attire (that just looks like you are trying too hard).
Most importantly, be polite to EVERYONE you meet that day, ESPECIALLY administrative assistants and any students who are assigned to show you around/escort you to a class.