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Duration: Approx 3 hours
Start: Milson's Point railway station
Finish: Kings Cross railway station
For the ultimate introduction to Sydney, this interesting walk will provide you with stunning photo opportunities and allow you to experience the lively culture of inner Sydney.
From Milson's Point station, walk across the Sydney Harbour Bridge, enjoying a bird's eye view of Sydney's famous harbour, city skyline and Opera House. For ~$12 you can also climb to the top of the south-east pylon for an even better view, and look at some exhibits of the bridge's history inside the Pylon Museum.
Upon reaching the other side, walk down the stairs, then through Sydney's historic district - The Rocks. Have a look at the quirky old houses and laneways - but be aware that all the shops and cafes in the area charge tourist prices. This area allows visitors to see what Sydney would have been like over 100 years ago. If you like history, there are some great small museums in the area.
If you like art, the Museum of Contemporary Art at Circular Quay is free and has some interesting exhibits... the art deco building itself is fairly impressive. It's just been extended, so be sure to check out the rooftop cafe in the new addition to the north.
Keep walking along the water's edge of Circular Quay (Sydney's main ferry terminal) and around towards the Opera House. You can do backstage tours if so inclined (bookings necessary), have something to eat/drink on the lower concourse or just have a look around the impressive foyer.
Keep going around Bennelong Point and into the Botanic Gardens - one of Sydney's best parks. Have a look at the ibis birds (with extremely long beaks) and bats hanging in the trees. Mrs Macquarie's chair on the other side of the gardens provides an excellent view of the Opera House in the shadow of the Bridge. Bring your camera!
From there, keep walking along the path along the water. You'll get to the Art Gallery of NSW, which has a great restaurant and Asian art exhibition. Double back about 50m and you'll see the steps down to Woolloomooloo. You'll see a big wharf ("Finger Wharf") - home to celebrities such as Russell Crowe (actor) and John Laws (radio presenter). You can go inside - it's the lobby of a hotel. Harry's Cafe de Wheels (Sydney's most famous meat pies) is just next to the wharf if you're feeling hungry.
Next is the vibrant neighbourhood of Potts Point (up a big set of stairs on the other side of Woolloomooloo Bay). This is the densest residential suburb in Australia (and also one of the most expensive). Don't let the ugly apartment blocks fool you... all the interiors have been renovated to incredible standards in line with their prestigious location.
If you keep walking up the hill, you'll reach Kings Cross - Sydney's infamous red light district. However, during the day, the area is a lively social hub with some fantastic (and stylish) cafes and wine bars (e.g. Gazebo, ranked as the #1 bar in Syd by Urban Spoon). Pick a busy place and you'll be guaranteed excellent food and coffee.
The train station is a little further up, where you can get a train back to the city, or continue on to Bondi Beach.