Its amusing that the main shopping street in downtown Sydney is called "Market Street", just like in San Francisco. Both streets are similar, but the one in SF is at least twice as wide and features some very aesthetic trams. In return Sydney has the Sydney tower, located on Market Street, which offers folks an awesome 360° birds-eye view of the city and the usual UFO-type restaurants.
For the Las Vegas enthusiasts, there is the StarCity casino, located next to Darling Harbour. They have $2 roulette tables and a nice 'all-you-can-eat' buffet restaurant.
Sydney has many small suburban beach towns. While many are found in any tourist guide (e.g. Bondi Beach, Manly), there are also several less-known places to explore (e.g. Bronte, Marouba and to an extent Coogee). The best thing to do is to just drive along the coast to discover new places.
Over 60% of Sydney workers live in the western suburbs, and a good proportion of rest live further of Sydney (e.g. Wollongong). No surprise then that the trains are always packed in the morning.