This is one of the Jyotirlingas. You can make offerings and go in close proximity of the linga but requires booking. There is a place to sit and meditate. You can go into meditative states here effortlessly. A free darshan does not allow to go close or sit and meditate.
How to Get There:
You can reach Ujjain via bus, train or plane very easily.
Map: https://goo.gl/maps/JBmZBumjtYqNJstP6
About Sri Mahakaleshwar Jyotirlinga
One of the 12 Jyotirlingas in India, the lingam at the Mahakala is believed to be swayambhu (born of itself) deriving currents of power shakti) from within itself as against the other images and lingams which are ritually established and invested with mantra-shakti.
When did the Mahakala temple first come in existence, is difficult to tell. However, the event may be assigned to the Pre-historic period. Puranas narrate that it was first established by Prajapita Brahma. There is reference to the appointment of prince Kumarasena by king Chanda Pradyota in 6th c. BC for looking after the law and order situations of Mahakala temple. The punch-marked coins of Ujjain, belonging to 4th-3rd c. BC, bear the figure of Lord Siva on them.
