Visiting a school is always the best case as so many have said already. But it can be financially prohibitive. DS visited a few schools but did not visit his reach schools and ended up being admitted to them and attending one. He did get a chance to visit during the admitted students weekend in the spring to cement his decision.
Bottom line is, visit if you can for all the reasons already given. But if you cannot, you can show interest in different ways such as registering for mailing lists, participating in online and local information sessions, speaking with the local college rep, emailing with regard to things that interest you about the school (eg, their exchange program or music courses, etc). The important thing is to interact with the school and show them you really want to attend. All in all, the physical visit will end up moving the admissions needle only in borderline admit cases.