When STS-133 launched on Feb. 24, 2011 from Launch Pad 39A, I was fortunate enough to be in the VIP viewing area. At about three and half miles form the pad, it's about as close as you can get without working for NASA or being an elected official. I'd been to a few other launches before, but I was closer to eight miles away. Aside from the obvious visual bonus to being closer, the biggest difference at the VIP location was the sound. The video below is from a different launch, but it'll give you an idea. It was, in a word, awesome.

Make sure to plug in your external speakers to get the full effect.