Walk over Sydney Harbour Bridge

What they say: its exhilarating and healthy

What I say: Get onto the bridge either at The Rocks or Millsons Point, it is well sign posted at both ends, or if you are at The Rocks end ask in the Tourist Information Centre.
The walk takes a leisurely 20 mins and affords excellent view of the Opera House, Circular Quay, The Rocks and the busy shipping lanes. It can be particularly spectacular at night. Take a hat in the day, it is somewhat exposed and a cover up at night - this time exposure is more wind related. Security guards patrol the bridge, not that there would be problems but good to know.
There are excellent cafes at both ends if you need some sustenance before the walk back. For a fee you can access one of the pylons but if its heights your after then go for the Bridge climb, yup, all the way to the top - right beside the flags.

Where: Sydney Harbour

When: 365 days a year

How much: Free