For those who know the actual history of the area, there is no way you can NOT visit Marvel Cave. It was with the commercial use of the cave that the Branson area first became a tourist attraction. From there came Silver Dollar City, and from there exploded "the strip" as we see it today.
There are a couple of tour options, the regular cave tour and the lantern tour. For a first-timer, I'd recommend the regular tour. For someone who has been in it a number of times and is ready for a new experience, the lantern tour is an interesting, new look at an old (very old!) attraction.
The tour changes seasonally, as the water in the cave rises and makes some of the lower passages unpassable, so you are likely to have a different experience in one season than in another. If you have not had the opportunity to take the lower tour, I'd highly recommend it - just call and find out when this normally is, or you can always ask the helpful park staff inside the SDC gates.
There are some very tight passages, and I'm a bit claustrophobic, but I have been through it year after year and never regret my experience.
At the end, a pulley-system tram brings spelunkers back up to the sunlight and into the backside of the Marketplace.
As many have said, admission to the cave is included in your ticket to Silver Dollar City and the only way to see one of Southern Missouri's best caves. I highly recommend it!