Should I do both Maid of the Mist and Cave of the Winds?

Yes, do both — they’re not the same. Maid of the Mist gets you on the water looking up at the falls with a misty spray, while Cave of the Winds puts you on a walkway feet from Bridal Veil Falls where you get completely drenched. They offer completely different perspectives and complement each other well. If you can only do one, pick Cave of the Winds.