I'm sorry to say I rarely go to my parent's gravesites. I don't find a lot of comfort there, graveyards have always given me the creeps.
Instead, I do something I think my parents might have liked to do. My mother's birthday just passed, she was a stage actress and always enjoyed going to the theatre as well, so DH and I went and saw a local play. My Dad liked huge Italian feasts, so I usually make a big dinner on his birthday. I find a certain amount of comfort devoting that day to thinking of them, although I do that pretty much every day anyway. It doesn't have to be a birthday.