Sorry, this is no teasing or anything, but I consider everywhere I go and my whole life as my spiritual pilgrimage.
To me there is no difference.
But, if you mean a special certain pilgrimage to a certain place somewhere, I would prefer to go to Santiago de Compostella.
For the journey of meditation and spiritual consideration and transformation under way.
Not so much for the goal itself. Since in my view the path,
as not so much the end, is that which really matters.