One of my favorite parts of SF are the Greenwich Street Stairs and Filbert Street Stairs that are right across from Levi's Plaza on Sansome Street. They both lead up to Coit Tower and the houses and gardens along the way are very nice. Also great views as you ascend/descend. It is a bit of climb so if you or the kids aren't up to the challenge it might be better starting from Coit Tower and walking down. Plus Levi's Plaza isn't too far off from the Embarcadero and Pier 39.
Also the Bay Bridge is now lighted up with thousands of LEDs that will be there until 2015. Here is a website about it.