No first trip to Sydney is complete without walking the Harbour Bridge, and the good news is that the pedestrian path costs nothing. Cross from the city towards Milsons Point and you get sweeping views of the Opera House, the ferries below and the whole glittering harbour. Climb the Pylon Lookout partway across for a higher vantage without the full bridge climb. Go around sunset when the sandstone warms up, and carry a light jacket as the wind funnels across the deck even on mild days.