I spent a month in Asuncion, so let me share with you the best things to do and see in Paraguay's capital - Asuncion! If you are short on time, here is the list of the best things to do in Asuncion: The Palacio de los López Take a stroll down the Asuncion Promenade The National Pantheon of the Heroes Casa de la Independencia Catedral Metropolitana de Asunción Central Station Railway Museum Museum of Economics Art Museum - Museo del Barro Watch the sunset from the best rooftop