The town of El Rocío is dominated by the main chuch or the Santuario of Nuestra Señora de el Rocio, where the statue of the "Madonna of the Dew" has been worshipped since 1280.
During the pilgrimage to El Rocío crowds pack into the church to catch a glimpse of the statue of the Virgin of El Rocío before it is carried from the church on the Monday morning of the festival by the fanatical pilgrims, who climb the rails to take the statue from it's golden altar, where it stays fro the rest of the year. (see my El Rocío intro page)
The church was destroyed by the 1755 Lisbon earthquake but was rebuilt during the 1960s.
It is advisable to take something to drink with you because it will become very warm! Food is no problem, there are enough food stalls everywhere. It happened frequently to me that I was invited by members of various Hermandades (brotherhoods) to join them, to celebrate, to dance, to eat and to drink with them. But that will happen you most likely only if you speak quite some Spanish.
It is quite obvious that it is extremely difficult to reach El Rocio by Public Transport around the days of the Romeria. I tried for example to go by bus from Huelva to El Rocio but it was impossible because all roads in the area were blocked by the Romeros. And their average speed was about walking speed or less. The only choice I had was to go by bus from Huelva to Mazagon at the coast and to walk along the beach from there to Matalascanas which is close to El Rocio but the walk along the beach is about 35 or so km. But I can just fully recommend this walk (I did it during the night) because all territory behind the beach is a Nature Reserve which is separated from the beach mostly by a 20 or so meters high wall of rocks and the beach can only on a few places be reached from the Nature Reserve behind it. There are no resorts or hotels all the way! You would not believe that such a paradise exists in Spain!
The traces of cars which you see in the sand all along the way are from the jeeps of the Frontier Guard which is watching out for illegal immigrants trying to come this way from Morocco. So it is indispensable to carry your passport with you when you are doing this walk. I was checked by a patrol which detected me here at 4 in the morning!
Matlalascanas is the only seaside resort in the area and might be an option to find a hotel room for the Romeria. The short distance to El Rocio is served by a bus. but virtually all pilgrims camp around El Rocío and it is definitely much more fun.
El Rocío is right in the great National Park Coto Donana with fantastic birdlife. It can happen that uder the Romeria the mosquitoes may try to taste your blood. It did not happen me but it might be a good idea to bring a repellent.